A test for the number of factors in an approximate factor model
By: Gregory Connor and Robert A. Korajczyk.
Contributors: Korajczyk, Robert A.
Series: Financial Markets discussion paper series / London School of Economics, Financial Markets Group -- no.137; Financial Markets discussion paper (London School of Economics, Financial Markets Group) -- no.137.
Publisher: London School of Economics, Financial Markets Group
Published: 1992
Place of publication: London
Language: eng