On generalized arbitrage pricing theory analysis: empirical investigation of the macroeconomics modulated independent state-space model

Kai Chun Chiu, Lei Xu 0001. On generalized arbitrage pricing theory analysis: empirical investigation of the macroeconomics modulated independent state-space model. In 2003 IEEE International Conference on Computational Intelligence for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003. pages 139-144, IEEE, 2003. [doi]