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Tests of asset pricing with time‐varying factor loads.

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Bibliographic Details
Title: Tests of asset pricing with time‐varying factor loads.
Authors: Galvao, Antonio F.1 (AUTHOR), Montes‐Rojas, Gabriel2 (AUTHOR), Olmo, Jose3 (AUTHOR) j.b.olmo@soton.ac.uk
Source: Journal of Applied Econometrics. Aug2019, Vol. 34 Issue 5, p762-778. 17p.
Database: Mathematics Source
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ISSN:08837252
DOI:10.1002/jae.2687