Abstract
1. Introduction 2. Factor Model Specification 3. Macroeconomic factor models 4. Fundamental factor models 5. Statistical factor models
Cite
CITATION STYLE
APA
Zivot, E., & Wang, J. (2003). Factor Models for Asset Returns. In Modeling Financial Time Series with S-Plus® (pp. 543–589). Springer New York. https://doi.org/10.1007/978-0-387-21763-5_15
Register to see more suggestions
Mendeley helps you to discover research relevant for your work.
Already have an account? Sign in
Sign up for free