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Factor Models for Asset Returns Based on Transformed Factors

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JournalJournal of Econometrics
DateAccepted/In press - 13 Sep 2018
DateE-pub ahead of print (current) - 3 Oct 2018
Issue number2
Volume207
Number of pages17
Pages (from-to)432-448
Early online date3/10/18
Original languageEnglish

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© 2018 Elsevier B.V. This is an author-produced version of the published paper. Uploaded in accordance with the publisher’s self-archiving policy.

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