Optimal inference for spot regressions
Betas from return regressions are commonly used to measure systematic financial market risks. "Good" beta measurements are essential for a range of empirical inquiries in finance and macroeconomics. We introduce a novel econometric framework for the nonparametric estimation of time-varying...
Saved in:
| Main Authors: | , , |
|---|---|
| 格式: | text |
| 語言: | English |
| 出版: |
Institutional Knowledge at Singapore Management University
2024
|
| 主題: | |
| 在線閱讀: | https://ink.library.smu.edu.sg/soe_research/2645 https://ink.library.smu.edu.sg/context/soe_research/article/3644/viewcontent/OptimalInferenceSpotRegressions_sv.pdf |
| 標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|