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| Originalsprache | Englisch |
|---|---|
| Fachzeitschrift | The Quarterly Journal of Finance |
| Publikationsstatus | Elektronisch veröffentlicht (E-Pub) - 2021 |
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How Robust are Empirical Factor Models to the Choice of Breakpoints? / Hollstein, Fabian; Prokopczuk, Marcel; Voigts, Victoria.
in: The Quarterly Journal of Finance, 2021.
in: The Quarterly Journal of Finance, 2021.
Publikation: Beitrag in Fachzeitschrift › Artikel › Forschung › Peer-Review
Hollstein, F, Prokopczuk, M & Voigts, V 2021, 'How Robust are Empirical Factor Models to the Choice of Breakpoints?', The Quarterly Journal of Finance. https://doi.org/10.2139/ssrn.3924821
Hollstein, F., Prokopczuk, M., & Voigts, V. (2021). How Robust are Empirical Factor Models to the Choice of Breakpoints? The Quarterly Journal of Finance. Vorabveröffentlichung online. https://doi.org/10.2139/ssrn.3924821
Hollstein F, Prokopczuk M, Voigts V. How Robust are Empirical Factor Models to the Choice of Breakpoints? The Quarterly Journal of Finance. 2021. Epub 2021. doi: 10.2139/ssrn.3924821
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title = "How Robust are Empirical Factor Models to the Choice of Breakpoints?",
author = "Fabian Hollstein and Marcel Prokopczuk and Victoria Voigts",
year = "2021",
doi = "10.2139/ssrn.3924821",
language = "English",
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TY - JOUR
T1 - How Robust are Empirical Factor Models to the Choice of Breakpoints?
AU - Hollstein, Fabian
AU - Prokopczuk, Marcel
AU - Voigts, Victoria
PY - 2021
Y1 - 2021
U2 - 10.2139/ssrn.3924821
DO - 10.2139/ssrn.3924821
M3 - Article
JO - The Quarterly Journal of Finance
JF - The Quarterly Journal of Finance
SN - 2010-1392
ER -