Generalized aggregation of misspecified models: with an application to asset pricing (Q2658796): Difference between revisions

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Property / DOI: 10.1016/j.jeconom.2020.07.010 / rank
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Latest revision as of 14:11, 19 December 2024

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Generalized aggregation of misspecified models: with an application to asset pricing
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    Generalized aggregation of misspecified models: with an application to asset pricing (English)
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    24 March 2021
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    entropy
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    model aggregation
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    asset pricing
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    misspecified models
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    oracle bounds
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    Hellinger distance
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