Semiparametric estimation of latent variable asset pricing models (Q6133354)

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scientific article; zbMATH DE number 7729862
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Semiparametric estimation of latent variable asset pricing models
scientific article; zbMATH DE number 7729862

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    Semiparametric estimation of latent variable asset pricing models (English)
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    18 August 2023
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    asset prices
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    volatility
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    risk aversion
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    latent variables
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    semiparametric estimation
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