Intraday cross-sectional distributions of systematic risk (Q6108306): Difference between revisions

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Latest revision as of 13:59, 1 August 2024

scientific article; zbMATH DE number 7704498
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English
Intraday cross-sectional distributions of systematic risk
scientific article; zbMATH DE number 7704498

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    Intraday cross-sectional distributions of systematic risk (English)
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    29 June 2023
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    asset pricing
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    dynamic factor models
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    empirical characteristic function
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    high-frequency data
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    nonparametric inference
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    stable convergence
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