Testing alpha in high dimensional linear factor pricing models with dependent observations

MA Huifang, FENG Long, WANG Zhaojun, BAO Jigang

Journal of Systems Science & Complexity ›› 2025

PDF(538 KB)
中国科学院数学与系统科学研究院期刊网
JSSC
PDF(538 KB)
Journal of Systems Science & Complexity ›› 2025

Testing alpha in high dimensional linear factor pricing models with dependent observations

  • MA Huifang1, FENG Long1, WANG Zhaojun1, BAO Jigang2
Author information +
History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

QR code of this article

Cite this article

EndNote

Ris (Procite)

Bibtex

Download Citations
{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science & Complexity, 2025

References

Publishing order | Descend order by publishing year | Descend order by cited within

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}
{{article.copyrightLicense_en}}
PDF(538 KB)

Accesses

Citation

Detail
Sections
Recommended

/

〈 〉