“Continuous-Time Fama-MacBeth Regressions” by Yacine Ait-Sahalia, Jean Jacod, and Dacheng Xiu
The post RFS Forthcoming Paper first appeared on Society for Financial Studies.
“Continuous-Time Fama-MacBeth Regressions” by Yacine Ait-Sahalia, Jean Jacod, and Dacheng Xiu
The post RFS Forthcoming Paper first appeared on Society for Financial Studies.