TimeVarying Fama-French Model
The research identifies time-variable parameters in the Five-Factor Model, which could affect the model's central asset pricing mechanism.
Featured in No. 84 on 5 Feb 2025 ·
- Released
- 26 Mar 2024
- First featured
- No. 84 · 5 Feb 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 4
- Identifier
- RePEc:rfb:journl:v:16:y:2024:i:2:p:309-357
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