Travail de recherche/Working paper
| Titre: |
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| Auteur: | Hallin, Marc; Mathias, Charles; Pirotte, Hugues; Veredas, David |
| Statut de publication: | Publié, 2011 |
| series: | Journal of Econometrics, 163, 42-50 |
| Sujet CREF: | Econométrie et méthodes statistiques : théorie et applications |
| Sujet JEL: | Multiple or Simultaneous Equation Models: Models with Panel Data |
| Model Construction and Estimation | |
| General Financial Markets: General (includes Measurement and Data) | |
| Volumes/pages: | 22 p. |
| Mots-clés: | Commonality |
| liquidity | |
| equities | |
| factor models | |
| block structure | |
| Langue: | Anglais |
| Identificateurs: | RePEc:eca:wpaper:2013/230740 |
