Title of article
Measuring and modeling systematic risk in factor pricing models using high-frequency data
Author/Authors
Tim Bollerslev، نويسنده , , Benjamin Y. B. Zhang، نويسنده ,
Issue Information
دوماهنامه با شماره پیاپی سال 2003
Pages
26
From page
533
To page
558
Keywords
High-frequency data , Factor pricing models , Realized loadings , Fama– French factors
Journal title
Journal of Empirical Finance
Serial Year
2003
Journal title
Journal of Empirical Finance
Record number
130749
Link To Document