Return-Based Style Analysis with Time-Varying Exposures

Laurens Swinkels and Pieter van der Sluis

Other publications TiSEM from Tilburg University, School of Economics and Management

Date: 2001
References: Add references at CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
https://pure.uvt.nl/ws/portalfiles/portal/540683/96.pdf (application/pdf)

Related works:
Journal Article: Return-based style analysis with time-varying exposures (2006)
Working Paper: Return-based Style Analysis with Time-varying Exposures (2001)
Working Paper: Return-Based Style Analysis with Time-Varying Exposures (2001)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:tiu:tiutis:f2c16530-4d18-4f43-bb6d-f927c6e3fa3b

Access Statistics for this paper

More papers in Other publications TiSEM from Tilburg University, School of Economics and Management
Bibliographic data for series maintained by Richard Broekman ().