Regularized GMM for time-varying models with applications to asset pricing

DOI10.1111/IERE.12678zbMATH Open1545.91314MaRDI QIDQ6572252FDOQ6572252

Authors: Liyuan Cui, Guanhao Feng, Yongmiao Hong 

Publication date: 15 July 2024

Published in: International Economic Review (Search for Journal in Brave)

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Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30)

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