Time-varying beta in functional factor models: Evidence from China
Horváth, Lajos, Li, Bo, Li, Hemei, Liu, ZhenyaVolume:
54
Journal:
The North American Journal of Economics and Finance
DOI:
10.1016/j.najef.2020.101283
Date:
November, 2020
File:
PDF, 1.91 MB
2020