@data{jae.2022327.0709558549, author = {Galvao, Antonio F. and Montes-Rojas, Gabriel and Olmo, Jose}, publisher = {ZBW - Leibniz Informationszentrum Wirtschaft}, title = {tests-of-asset-pricing-with-timevarying-factor-loads}, year = {2019}, version = {1}, url = {https://journaldata.zbw.eu/dataset/tests-of-asset-pricing-with-timevarying-factor-loads}, doi = "10.15456/jae.2022327.0709558549" }