Media type: E-Book Title: Exponent of cross-sectional dependence for residuals Contributor: Bailey, Natalia [Author]; Kapetanios, George [Author]; Pesaran, M. Hashem [Author] Published: [Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, September 2018 Published in: Monash University: Working paper ; 2018,13 Extent: 1 Online-Ressource (circa 53 Seiten); Illustrationen Language: English Keywords: Pair-wise correlations ; Cross-sectional dependence ; Cross-sectional averages ; Weak and strong factor models ; CAPM and Fama-French Factors ; Graue Literatur Origination: Footnote: Access State: Open Access