Semiparametric estimation of latent variable asset pricing models
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DOI: 10.1016/j.jeconom.2023.03.010
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More about this item
Keywords
Asset prices; Volatility; Risk aversion; Latent variables; Semiparametric estimation;All these keywords.
JEL classification:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
Statistics
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