View in EDS HTML Full Text PDF Full Text

Tests of asset pricing with time‐varying factor loads.

Saved in:
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
Full text is not displayed to guests.
FullText Links:
  – Type: pdflink
Text:
  Availability: 1
Header DbId: msf
DbLabel: Mathematics Source
An: 137845571
AccessLevel: 2
PubType: Academic Journal
PubTypeId: academicJournal
PreciseRelevancyScore: 0
IllustrationInfo
Items – Name: Title
  Label: Title
  Group: Ti
  Data: Tests of asset pricing with time‐varying factor loads.
– Name: Author
  Label: Authors
  Group: Au
  Data: <searchLink fieldCode="AR" term="%22Galvao%2C+Antonio+F%2E%22">Galvao, Antonio F.</searchLink><relatesTo>1</relatesTo> (AUTHOR)<br /><searchLink fieldCode="AR" term="%22Montes‐Rojas%2C+Gabriel%22">Montes‐Rojas, Gabriel</searchLink><relatesTo>2</relatesTo> (AUTHOR)<br /><searchLink fieldCode="AR" term="%22Olmo%2C+Jose%22">Olmo, Jose</searchLink><relatesTo>3</relatesTo> (AUTHOR)<i> j.b.olmo@soton.ac.uk</i>
– Name: TitleSource
  Label: Source
  Group: Src
  Data: <searchLink fieldCode="JN" term="%22Journal+of+Applied+Econometrics%22">Journal of Applied Econometrics</searchLink>. Aug2019, Vol. 34 Issue 5, p762-778. 17p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=msf&AN=137845571
RecordInfo BibRecord:
  BibEntity:
    Identifiers:
      – Type: doi
        Value: 10.1002/jae.2687
    Languages:
      – Code: eng
        Text: English
    PhysicalDescription:
      Pagination:
        PageCount: 17
        StartPage: 762
    Titles:
      – TitleFull: Tests of asset pricing with time‐varying factor loads.
        Type: main
  BibRelationships:
    HasContributorRelationships:
      – PersonEntity:
          Name:
            NameFull: Galvao, Antonio F.
      – PersonEntity:
          Name:
            NameFull: Montes‐Rojas, Gabriel
      – PersonEntity:
          Name:
            NameFull: Olmo, Jose
    IsPartOfRelationships:
      – BibEntity:
          Dates:
            – D: 01
              M: 08
              Text: Aug2019
              Type: published
              Y: 2019
          Identifiers:
            – Type: issn-print
              Value: 08837252
          Numbering:
            – Type: volume
              Value: 34
            – Type: issue
              Value: 5
          Titles:
            – TitleFull: Journal of Applied Econometrics
              Type: main
ResultId 1