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subject:"Risiko"
subject:"USA"
~person:"Liao, Zhipeng"
~type_genre:"Arbeitspapier"
~type_genre:"Textbook"
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Liao, Zhipeng
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1
Macro-finance decoupling : robust evaluations of macro asset pricing Models
Cheng, Xu
;
Dou, Winston Wei
;
Liao, Zhipeng
-
2020
Persistent link: https://www.econbiz.de/10012299129
Saved in:
2
Shrinkage estimation of high-dimensional factor models with structural instabilities
Cheng, Xu
;
Liao, Zhipeng
;
Schorfheide, Frank
-
2013
Persistent link: https://www.econbiz.de/10010345047
Saved in:
3
Uniform asymptotic risk of averaging GMM estimator robust to misspecification
Cheng, Xu
;
Liao, Zhipeng
;
Shi, Ruoyao
-
2015
-
Rev., second version
Persistent link: https://www.econbiz.de/10011326763
Saved in:
4
Shrinkage estimation of high-dimensional factor models with structural instabilities
Cheng, Xu
;
Liao, Zhipeng
;
Schorfheide, Frank
-
2014
Persistent link: https://www.econbiz.de/10010238424
Saved in:
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