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| Chapter title |
Factor Models, Diversification and Efficiency
|
|---|---|
| Chapter number | 8 |
| Book title |
ARCH Models and Financial Applications
|
| Published by |
Springer, New York, NY, January 1997
|
| DOI | 10.1007/978-1-4612-1860-9_8 |
| Book ISBNs |
978-1-4612-7314-1, 978-1-4612-1860-9
|
| Authors |
Christian Gouriéroux |