"Evaluating Factor Pricing Models Using High Frequency Panels"

Yoosoon Chang, Yongok Choi
Publication Date

Yoosoon Chang co-authored "Evaluating Factor Pricing Models Using High Frequency Panels," which is forthcoming in Quantitative Economics. One of her co-authors is Yongok Choi, Ph.D., IU, 2012. Professor Chang presented several invited papers including Econometric Analysis of Continuous Time Asset Pricing Models at the Financial Econometrics Conference, Toulouse School of Economics, in Toulouse, France and Regime Switching Model with Endogenous Autoregressive Latent Factor at the 12th Chinese Women Economists International Workshop, Renmin University in Beijing, China.