Hemei Li

Renmin University of China - School of Finance

Ming De Main Building

Renmin University of China

Beijing, Beijing 100872

China

SCHOLARLY PAPERS

1

DOWNLOADS

25

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

Time-Varying Beta in Functional Factor Models: Evidence from China

Number of pages: 37 Posted: 12 Nov 2019
University of Utah - Department of Mathematics, Beijing International Studies University, Renmin University of China - School of Finance and Renmin University of China
Downloads 25 (516,724)

Abstract:

Loading...

Functional Factor Models, Time-Varying Beta, Functional Data Analysis