%0 Journal Article %1 Connor2007 %A Connor, Gregory %A Linton, Oliver %D 2007 %J Journal of Empirical Finance %K Characteristic-based factor model %N 5 %P 694--717 %T Semiparametric estimation of a characteristic-based factor model of common stock returns %U http://www.sciencedirect.com/science/article/B6VFG-4MGVJ1P-1/1/949c5de4f8a028e72a3b6a1cbbb09bbf %V 14

@article{Connor2007, added-at = {2008-04-23T22:05:04.000+0200}, author = {Connor, Gregory and Linton, Oliver}, biburl = {https://www.bibsonomy.org/bibtex/2d121739b1c646ca758f80317c5299dae/smicha}, interhash = {91d2c312ac3ee22d5bd804de843817c6}, intrahash = {d121739b1c646ca758f80317c5299dae}, journal = {Journal of Empirical Finance}, keywords = {Characteristic-based factor model}, month = Dec, number = 5, pages = {694--717}, timestamp = {2008-04-23T22:10:59.000+0200}, title = {Semiparametric estimation of a characteristic-based factor model of common stock returns}, url = {http://www.sciencedirect.com/science/article/B6VFG-4MGVJ1P-1/1/949c5de4f8a028e72a3b6a1cbbb09bbf}, volume = 14, year = 2007 }