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Maximum entropy analysis of consumption-based capital asset pricing model and volatility
Lee, Tae-hwy
;
Mao, Millie Yi
;
Ullah, Aman
- In:
Journal of econometric methods
10
(
2021
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012437809
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2
Shrinkage estimation and forecasting in dynamic regression models under structural instability
Mehrabani, Ali
;
Parsaeian, Shahnaz
;
Ullah, Aman
- In:
Journal of econometric methods
13
(
2024
)
2
,
pp. 251-279
Persistent link: https://www.econbiz.de/10015117659
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