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Estimation of Common Components of European Equity Indices: A Latent Factor Approach

Asgharian, Hossein LU and Hansson, Björn LU (2005) In Finance Letters 3(1).
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author
organization
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type
Contribution to journal
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published
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in
Finance Letters
volume
3
issue
1
language
English
LU publication?
yes
id
57e56b85-f953-4c9b-8a82-8c26f4a1303f (old id 1384549)
date added to LUP
2009-04-20 12:27:13
date last changed
2016-04-16 11:57:37
@article{57e56b85-f953-4c9b-8a82-8c26f4a1303f,
  author       = {Asgharian, Hossein and Hansson, Björn},
  language     = {eng},
  number       = {1},
  series       = {Finance Letters},
  title        = {Estimation of Common Components of European Equity Indices: A Latent Factor Approach},
  volume       = {3},
  year         = {2005},
}