On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices

Fuente: arXiv

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Bibliographic Details
Main Authors:	Moriya, Koichiro, Noda, Akihiko
Format:	Preprint
Published:	2023
Subjects:	Statistical Finance Econometrics Pricing of Securities
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2305.05998