Financial Research Journal - Articles List

Author = Kaoos Mohammadzadeh

Creating an Index to Measure Financial Uncertainty Using the Fama-French Five-factor Model in State Space by the Kalman Filter Algorithm

Volume 24, Issue 2, 2022, Pages 307-328

10.22059/frj.2022.333142.1007254

Kaoos Mohammadzadeh; Mehdi Heydari

Financial Research Journal

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