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Interval Estimation: Uncertain Models

Uncertain Models: The paper introduces a new method to build interval estimators that account for misspecification uncertainty, showcasing its use in reevaluating the Capital Asset Pricing Model.

Featured in No. 36 on 7 Feb 2024 ·

Released
28 Mar 2022
First featured
No. 36 · 7 Feb 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 4712825

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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