Laurinaityte, N., Meinerding, C., Schlag, C., & Thimme, J. (2020). GMM weighting matrices in cross-sectional asset pricing tests. Deutsche Bundesbank.
Chicago Style (17th ed.) CitationLaurinaityte, Nora, Christoph Meinerding, Christian Schlag, and Julian Thimme. GMM Weighting Matrices in Cross-sectional Asset Pricing Tests. Frankfurt am Main: Deutsche Bundesbank, 2020.
MLA (9th ed.) CitationLaurinaityte, Nora, et al. GMM Weighting Matrices in Cross-sectional Asset Pricing Tests. Deutsche Bundesbank, 2020.
Warning: These citations may not always be 100% accurate.