1% ============================================================================2% References — BibTeX Database3% ============================================================================45@article{fama1993common,6 author = {Fama, Eugene F. and French, Kenneth R.},7 title = {Common Risk Factors in the Returns on Stocks and Bonds},8 journal = {Journal of Financial Economics},9 volume = {33},10 number = {1},11 pages = {3--56},12 year = {1993}13}1415@article{bollerslev1986generalized,16 author = {Bollerslev, Tim},17 title = {Generalized Autoregressive Conditional Heteroskedasticity},18 journal = {Journal of Econometrics},19 volume = {31},20 number = {3},21 pages = {307--327},22 year = {1986}23}2425@article{newey1987simple,26 author = {Newey, Whitney K. and West, Kenneth D.},27 title = {A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix},28 journal = {Econometrica},29 volume = {55},30 number = {3},31 pages = {703--708},32 year = {1987}33}3435@article{white1980heteroskedasticity,36 author = {White, Halbert},37 title = {A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity},38 journal = {Econometrica},39 volume = {48},40 number = {4},41 pages = {817--838},42 year = {1980}43}4445@book{cochrane2005asset,46 author = {Cochrane, John H.},47 title = {Asset Pricing},48 edition = {Revised},49 publisher = {Princeton University Press},50 year = {2005}51}5253@article{petersen2009estimating,54 author = {Petersen, Mitchell A.},55 title = {Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches},56 journal = {Review of Financial Studies},57 volume = {22},58 number = {1},59 pages = {435--480},60 year = {2009}61}62