Improved inference in financial factor models

International Review of Economics & Finance - Tập 86 - Trang 364-379 - 2023
Elliot Beck1,2, Gianluca De Nard3,4,5, Michael Wolf3
1Department of Banking and Finance, University of Zurich, 8032, Zurich, Switzerland
2Swiss National Bank, 8001 Zurich, Switzerland
3Department of Economics, University of Zurich, 8032 Zurich, Switzerland
4NYU Stern Volatility and Risk Institute, USA
5OLZ AG, Switzerland

Tài liệu tham khảo

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