Intraday cross-sectional distributions of systematic risk
Torben G. Andersen, Raul Riva, Martin Thyrsgaard, Viktor Todorov
| Year of publication: |
2023
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|---|---|
| Authors: | Andersen, Torben ; Riva, Raul ; Thyrsgaard, Martin ; Todorov, Viktor |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 235.2023, 2, p. 1394-1418
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| Subject: | Asset pricing | Dynamic factor models | Empirical characteristic function | High-frequency data | Nonparametric inference | Stable convergence | Theorie | Theory | CAPM | Volatilität | Volatility | Schätzung | Estimation | Börsenkurs | Share price | Nichtparametrisches Verfahren | Nonparametric statistics | Zeitreihenanalyse | Time series analysis | Induktive Statistik | Statistical inference | Kapitaleinkommen | Capital income | Faktorenanalyse | Factor analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2022.11.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014471397