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subject:"USA"
~isPartOf:"Journal of econometrics"
~person:"Bansal, Ravi"
~person:"Pelger, Markus"
~source:"econis"
~subject:"Capital income"
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USA
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Bansal, Ravi
Pelger, Markus
Todorov, Viktor
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Journal of econometrics
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ECONIS (ZBW)
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Market efficiency, asset returns, and the size of the risk premium in global equity markets
Bansal, Ravi
;
Lundblad, Christian
- In:
Journal of econometrics
109
(
2002
)
2
,
pp. 195-237
Persistent link: https://www.econbiz.de/10001689009
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Estimating latent asset-pricing factors
Lettau, Martin
;
Pelger, Markus
- In:
Journal of econometrics
218
(
2020
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012482858
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3
Large-dimensional factor modeling based on high-frequency observations
Pelger, Markus
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10012139775
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