Volatility, Growth, and Returns
The research suggests using the characteristic function to estimate linear models with errors in financial econometrics, with applications to the capital asset pricing model.
Featured in No. 39 on 6 Mar 2024 ·
- Released
- 20 Oct 2023
- First featured
- No. 39 · 6 Mar 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 8
- Identifier
- RePEc:oup:jfinec:v:21:y:2023:i:3:p:616-650.
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).