Regularized gmm for time-varying models with applications to asset pricing
By Liyuan Cui, Guanhao Feng, and Yongmiao Hong
| Year of publication: |
2024
|
|---|---|
| Authors: | Cui, Liyuan ; Feng, Guanhao ; Hong, Yongmiao |
| Subject: | Momentenmethode | Method of moments | Zeit | Time | Streuungsmaß | Measure of dispersion | Kapitalmarkttheorie | Financial economics | Diskontierung | Discounting | Kapitalmarktrendite | Capital market returns | USA | United States |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/iere.12678 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014538940