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Intraday cross-sectional distributions of systematic risk - MaRDI portal

Intraday cross-sectional distributions of systematic risk (Q6108306)

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scientific article; zbMATH DE number 7704498
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English
Intraday cross-sectional distributions of systematic risk
scientific article; zbMATH DE number 7704498

    Statements

    title
    Intraday cross-sectional distributions of systematic risk (English)
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    author
    Torben G. Andersen
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    Raul Riva
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    Martin Thyrsgaard
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    Viktor Todorov
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    publication date
    29 June 2023
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    zbMATH Keywords
    asset pricing
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    dynamic factor models
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    empirical characteristic function
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    high-frequency data
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    nonparametric inference
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    stable convergence
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    cites work
    Q3619682
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    Q4778955
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    Identifiers

    zbMATH DE Number
    7704498
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