Ex-post risk premia estimation and asset pricing tests using large cross sections: the regression-calibration approach (Q1753053)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ex-post risk premia estimation and asset pricing tests using large cross sections: the regression-calibration approach |
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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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