Semiparametric estimation of latent variable asset pricing models
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Cites work
- A practical guide to compact infinite dimensional parameter spaces
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- scientific article; zbMATH DE number 5919872 (Why is no real title available?)
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Cited in
(5)- A latent process model for the pricing of corporate securities
- Semiparametric identification of the bid-ask spread in extended Roll models
- Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications
- A semiparametric graphical modelling approach for large-scale equity selection
- CONDITIONAL DENSITY MODELS FOR ASSET PRICING
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