Asset pricing with neural networks: significance tests

DOI10.1016/j.jeconom.2023.105574OpenAlexW4388318905MaRDI QIDQ6193024

Vincentius Franstianto, Xin Lin, Hasan Fallahgoul

Publication date: 13 February 2024

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2023.105574

zbMATH Keywords

neural networksasset pricingrisk premiumvariable significance test

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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