Empirical asset pricing with functional factors
Philip Nadler, and Alessio Sancetta
| Year of publication: |
2023
|
|---|---|
| Authors: | Nadler, Philip ; Sancetta, Alessio |
| Subject: | bootstrap | functional data analysis | functional risk premium | implied volatility curve | Volatilität | Volatility | Risikoprämie | Risk premium | CAPM | Bootstrap-Verfahren | Bootstrap approach | Theorie | Theory |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbac003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014391457