NODA AKIHIKO
Department Undergraduate School , School of Commerce Position Professor |
|
Language | English |
Publication Date | 2022/08 |
Type | Academic Journal |
Title | Estimating the Time-Varying Structures of the Fama-French Multi-Factor Models |
Contribution Type | Sole-authored |
Journal | Quantitative Finance Papers (arXiv.org) |
Journal Type | Another Country |
Publisher | arXiv.org |
Authorship | Lead author,Corresponding author |
Author and coauthor | Akihiko Noda |