Generalized aggregation of misspecified models: with an application to asset pricing (Q2658796)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Generalized aggregation of misspecified models: with an application to asset pricing |
scientific article |
Statements
Generalized aggregation of misspecified models: with an application to asset pricing (English)
0 references
24 March 2021
0 references
entropy
0 references
model aggregation
0 references
asset pricing
0 references
misspecified models
0 references
oracle bounds
0 references
Hellinger distance
0 references
0 references
0 references
0 references
0 references