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% References — BibTeX Database
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@article{fama1993common,
  author  = {Fama, Eugene F. and French, Kenneth R.},
  title   = {Common Risk Factors in the Returns on Stocks and Bonds},
  journal = {Journal of Financial Economics},
  volume  = {33},
  number  = {1},
  pages   = {3--56},
  year    = {1993}
}

@article{bollerslev1986generalized,
  author  = {Bollerslev, Tim},
  title   = {Generalized Autoregressive Conditional Heteroskedasticity},
  journal = {Journal of Econometrics},
  volume  = {31},
  number  = {3},
  pages   = {307--327},
  year    = {1986}
}

@article{newey1987simple,
  author  = {Newey, Whitney K. and West, Kenneth D.},
  title   = {A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix},
  journal = {Econometrica},
  volume  = {55},
  number  = {3},
  pages   = {703--708},
  year    = {1987}
}

@article{white1980heteroskedasticity,
  author  = {White, Halbert},
  title   = {A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity},
  journal = {Econometrica},
  volume  = {48},
  number  = {4},
  pages   = {817--838},
  year    = {1980}
}

@book{cochrane2005asset,
  author    = {Cochrane, John H.},
  title     = {Asset Pricing},
  edition   = {Revised},
  publisher = {Princeton University Press},
  year      = {2005}
}

@article{petersen2009estimating,
  author  = {Petersen, Mitchell A.},
  title   = {Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches},
  journal = {Review of Financial Studies},
  volume  = {22},
  number  = {1},
  pages   = {435--480},
  year    = {2009}
}