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  • Search: subject:"time-varying model specifications"
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CAPM 1 Method of moments 1 Modellierung 1 Momentenmethode 1 Scientific modelling 1 Structural break 1 Strukturbruch 1 Theorie 1 Theory 1 Time series analysis 1 Volatility 1 Volatilität 1 Zeitreihenanalyse 1 conditional asset pricing 1 heterogeneous structural breaks 1 macroeconomic regimes 1 sparsity 1 time-varying model specifications 1
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Free 1
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
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English 1
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Cui, Liyuan 1 Feng, Guanhao 1 Hong, Yongmiao 1 Yang, Jiangshan 1
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CEA_372Bayes working paper series 1
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Time-varying factor selection : a sparse fused GMM approach
Cui, Liyuan; Feng, Guanhao; Hong, Yongmiao; Yang, Jiangshan - 2023
Persistent link: https://www.econbiz.de/10014371831
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