The Time-Varying Coefficient Fama - French Five Factor Model: A Case Study in the Return of Japan Portfolios |
LIAMMUKDA, Asama
(Program in Applied Statistics, Department of Statistics, Faculty of Science, Chiang Mai University)
KHAMKONG, Manad (Program in Applied Statistics, Department of Statistics, Faculty of Science, Chiang Mai University) SAENCHAN, Lampang (Department of Statistics, Faculty of Science, Chiang Mai University) HONGSAKULVASU, Napon (Faculty of Economics, Chiang Mai University) |
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