Author:
Hong Seok Young,Linton Oliver,Zhang Hui Jun
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance
Reference89 articles.
1. Time-Varying Risk Premia;Journal of Mathematical Economics,2011
2. Heteroskedasticity and autocorrelation consistent covariance matrix estimation;Econometrica,1991
3. Exponent of Cross-Sectional Dependence: Estimation and Inference,2012
4. Bubbles, Rational Expectations and Financial Markets,1982
Cited by
7 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献