Pages that link to "Item:Q2673200"
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The following pages link to High-dimensional test for alpha in linear factor pricing models with sparse alternatives (Q2673200):
Displaying 5 items.
- Robust high-dimensional alpha test for conditional time-varying factor models (Q6044817) (← links)
- Joint inference based on Stein-type averaging estimators in the linear regression model (Q6108315) (← links)
- Power enhancement for testing multi-factor asset pricing models via Fisher's method (Q6150526) (← links)
- High-dimensional non-parametric tests for linear asset pricing models (Q6543960) (← links)
- Adaptive Testing for Alphas in High-Dimensional Factor Pricing Models (Q6626232) (← links)