Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff
Year: 2020
Type: article
Source: Journal of Econometrics
Authors: Seok Young Hong, Oliver Linton
Institutions: University of Nottingham, University of Cambridge
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: green
Funder: European Research Council
OpenAlex ID: W2901549423