Ex-post risk premia estimation and asset pricing tests using large cross sections: the regression-calibration approach
type: Item
instance of: scholarly article
title: Ex-post risk premia estimation and asset pricing tests using large cross sections: the regression-calibration approach
zbMATH Open document ID: 1452.62932
author: Soohun Kim
author: Georgios Skoulakis
published in: Journal of Econometrics
publication date: 2018-05-25T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62G10
zbMATH DE Number: 6873121
zbMATH Keywords: large cross section
zbMATH Keywords: \(N\)-consistent ex-post risk premia estimator
zbMATH Keywords: asset pricing tests
describes a project that uses: rcal
MaRDI profile type: Publication
full work available at URL: j.jeconom.2018.01.007
OpenAlex ID: W2793324218
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DOI: 10.1016/J.JECONOM.2018.01.007
description: scientific article; zbMATH DE number 6873121