Generalized aggregation of misspecified models: with an application to asset pricing (Q2658796)
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scientific article; zbMATH DE number 7327203
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Generalized aggregation of misspecified models: with an application to asset pricing |
scientific article; zbMATH DE number 7327203 |
Statements
Generalized aggregation of misspecified models: with an application to asset pricing (English)
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24 March 2021
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entropy
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model aggregation
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asset pricing
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misspecified models
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oracle bounds
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Hellinger distance
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0.87891465
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0.85346365
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0.8498044
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0.84718764
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0.8450847
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0.8430916
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0.83655095
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0.8364507
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