Multiscale Fama-French model: application to the French market

Author: Trimech Anyssa   Kortas Hedi   Benammou Salwa   Benammou Samir  

Publisher: Emerald Group Publishing Ltd

ISSN: 1526-5943

Source: The Journal of Risk Finance Incorporating Balance Sheet, Vol.10, Iss.2, 2009-02, pp. : 179-192

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Abstract