Ex-post risk premia estimation and asset pricing tests using large cross sections: the regression-calibration approach (Q1753053)
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scientific article; zbMATH DE number 6873121
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| English | Ex-post risk premia estimation and asset pricing tests using large cross sections: the regression-calibration approach |
scientific article; zbMATH DE number 6873121 |
Statements
Ex-post risk premia estimation and asset pricing tests using large cross sections: the regression-calibration approach (English)
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25 May 2018
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large cross section
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\(N\)-consistent ex-post risk premia estimator
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asset pricing tests
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0.7887741923332214
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0.779868483543396
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0.7761399745941162
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0.7755703330039978
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0.7641544342041016
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