Optimal inference for spot regressions
by Tim Bollerslev, Jia Li, and Yuexuan Ren
| Year of publication: |
2024
|
|---|---|
| Authors: | Bollerslev, Tim ; Li, Jia ; Ren, Yuexuan |
| Published in: |
American economic review. - Nashville, Tenn. : AEA, ISSN 1944-7981, ZDB-ID 2009979-4. - Vol. 114.2024, 3, p. 678-708
|
| Subject: | Betafaktor | Beta risk | Induktive Statistik | Statistical inference | Nichtparametrische Schätzung | Nonparametric estimation | Elektronisches Handelssystem | Electronic trading | Daten | Data | Indexderivat | Index derivative | USA | United States | 2018-2022 |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1257/aer.20221338 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014484107