Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models (Q5862492)
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scientific article; zbMATH DE number 7486309
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| English | Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models |
scientific article; zbMATH DE number 7486309 |
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Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models (English)
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9 March 2022
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asset pricing
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asymptotic approximation
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continuously-updated GMM
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maximum likelihood
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misspecification-robust tests
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model misspecification
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0.7756974697113037
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0.7425345182418823
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0.7342998385429382
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0.7253890633583069
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