Empirical Asset Pricing with Functional Factors

Research output: Contribution to journal › Article › peer-review

24 Downloads (Pure)

Original language	English
Article number	nbac003
Pages (from-to)	1258-1281
Number of pages	24
Journal	Journal of Financial Econometrics
Volume	21
Issue number	4
Early online date	6 Apr 2022
DOIs	https://doi.org/10.1093/jjfinec/nbac003
Publication status	Published - 2023

Access to Document

@article{f68a90a7937d4f0ab76b3bfd50317a10,

title = "Empirical Asset Pricing with Functional Factors",

author = "Philip Nadler and Alessio Sancetta",

year = "2023",

doi = "10.1093/jjfinec/nbac003",

language = "English",

volume = "21",

pages = "1258--1281",

journal = "Journal of Financial Econometrics",

issn = "1479-8409",

publisher = "Oxford University Press",

number = "4",

}