Aufsatz(elektronisch)#12020
Score-Driven Asset Pricing: Predicting Time-Varying Risk Premia based on Cross-Sectional Model Performance
In: Journal of Econometrics, Forthcoming
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In: Journal of Econometrics, Forthcoming
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Working paper
In: Journal of international economics, Band 133, S. 103541
ISSN: 0022-1996
In: Deutsche Bundesbank Discussion Paper No. 39/2019
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Working paper
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In: CESifo Working Paper No. 10219
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In: CESifo Working Paper No. 10366
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In: JEDC-D-23-00556
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