Dynamic functional regression with application to the cross-section of returns

Piotr Kokoszka, Hong Miao, Matthew Reimherr and Bahaeddine Taoufik

Year of publication:	2018
Authors:	Kokoszka, Piotr ; Miao, Hong ; Reimherr, Matthew ; Taoufik, Bahaeddine
Published in:	Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 16.2018, 3, p. 461-485
Subject:	Cross-section of returns \| functional regression \| Hilbert space \| weak dependence \| time series \| Zeitreihenanalyse \| Time series analysis \| Regressionsanalyse \| Regression analysis \| Schätztheorie \| Estimation theory \| Kapitaleinkommen \| Capital income

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