Intraday cross-sectional distributions of systematic risk (Q6108306)
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scientific article; zbMATH DE number 7704498
Language | Label | Description | Also known as |
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English | Intraday cross-sectional distributions of systematic risk |
scientific article; zbMATH DE number 7704498 |
Statements
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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