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Peso problems in the estimation of the C‐CAPM - MaRDI portal

Peso problems in the estimation of the C‐CAPM

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Publication:5087331

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DOI10.3982/QE1478zbMath1489.91288OpenAlexW4205785031MaRDI QIDQ5087331

Olaf Posch, Andreas Schrimpf, Juan Carlos Parra-Alvarez

Publication date: 11 July 2022

Published in: Quantitative Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/qe1478

zbMATH Keywords

rare events C-CAPM asset pricing errors

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30)

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