Regression Based Estimation of Dynamic Asset Pricing Models
Year of publication: |
2015-03
|
---|---|
Authors: | Adrian, Tobias ; Crump, Richard K. ; Moench, Emanuel |
Institutions: | C.E.P.R. Discussion Papers |
Subject: | Dynamic Asset Pricing | Fama-MacBeth Regressions | GMM | Minimum Distance Estimation | Reduced Rank Regression | Time-varying Betas |
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