Semiparametric Estimation of Risk–Return Relationships

DOI10.1080/07350015.2015.1052879zbMATH Open1546.62965MaRDI QIDQ6616596

Juan Carlos Escanciano, Juan Carlos Pardo-Fernández, Ingrid Van Keilegom

Publication date: 9 October 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

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Related Items (1)

Dynamic Autoregressive Liquidity (DArLiQ)

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