Details
| Original language | English |
|---|---|
| Journal | The Quarterly Journal of Finance |
| Publication status | E-pub ahead of print - 2021 |
Cite this
- Standard
- Harvard
- Apa
- Vancouver
- BibTeX
- RIS
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.
Research output: Contribution to journal › Article › Research › 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. Advance online publication. 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
Download
@article{300a2f4767a0414eace2f5dd074205cd,
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",
}
Download
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 -