Semiparametric estimation of latent variable asset pricing models
Jeroen Dalderop
| Year of publication: |
2023
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|---|---|
| Authors: | Dalderop, Jeroen |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 236.2023, 1, p. 1-30
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| Subject: | Asset prices | Volatility | Risk aversion | Latent variables | Semiparametric estimation | CAPM | Nichtparametrisches Verfahren | Nonparametric statistics | Volatilität | Risikoaversion | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2023.03.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014332225