The competitions of time-varying and constant loadings in asset pricing models: empirical evidence and agent-based simulations
Crossref DOI link: https://doi.org/10.1007/s11403-021-00337-2
Published Online: 2021-11-24
Published Print: 2022-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Lin, Hung-Wen
Huang, Jing-Bo
Lin, Kun-Ben
Chen, Shu-Heng
Text and Data Mining valid from 2021-11-24
Version of Record valid from 2021-11-24
Article History
Received: 23 January 2020
Accepted: 29 September 2021
First Online: 24 November 2021