On Stable Factor Structurs in the Pricing of Risk

Eric Ghysels ()

Cahiers de recherche from Centre interuniversitaire de recherche en économie quantitative, CIREQ

Keywords: EVALUATION; ECONOMETRICS; ECONOMIC MODELS; TEST (search for similar items in EconPapers)
Pages: 36 pages
Date: 1995
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Working Paper: On Stable Factor Structures in the Pricing of Risk (1995)
Working Paper: On Stable Factor Structurs in the Pricing of Risk (1995)
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Persistent link: https://EconPapers.repec.org/RePEc:mtl:montec:9525

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