Asset pricing with neural networks: Significance tests
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DOI: 10.1016/j.jeconom.2023.105574
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More about this item
Keywords
Asset Pricing; Risk Premium; Neural Networks; Variable Significance Test;All these keywords.
JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
Statistics
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