Factor_RV
收藏Figshare2019-04-03 更新2026-04-29 收录
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https://figshare.com/articles/dataset/Factor_RV/7946438
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资源简介:
Ridge-RV estimates of Market, Size, Value, Investment, Profitability, and Momentum Factor. Calculation according to Becker and Leschinski (2018). Estimating the Volatility of Asset Pricing Factors. No. dp-631. Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät
创建时间:
2019-04-03



