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Regression-based estimation of dynamic asset pricing models
Adrian, Tobias; Crump, Richard K.; Mönch, Emanuel - In: Journal of financial economics 118 (2015) 2, pp. 211-244
Persistent link: https://www.econbiz.de/10011480393
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Pricing the term structure with linear regressions
Adrian, Tobias; Crump, Richard K.; Mönch, Emanuel - In: Journal of financial economics 110 (2013) 1, pp. 110-138
Persistent link: https://www.econbiz.de/10010207769
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Pricing the term structure with linear regressions
Adrian, Tobias; Crump, Richard K.; Moench, Emanuel - In: Journal of financial economics 110 (2013) 1, pp. 110-138
Persistent link: https://www.econbiz.de/10010174651