Information asymmetry and leverage adjustments: a...

Journal of the Royal Statistical Society: Series A (Statistics in Society) 2019 / 10

Information asymmetry and leverage adjustments: a semiparametric varying‐coefficient approach

Jin, Man, Zhao, Shunan, Kumbhakar, Subal C.
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Language:
english
Journal:
Journal of the Royal Statistical Society: Series A (Statistics in Society)
DOI:
10.1111/rssa.12524
Date:
October, 2019
File:
PDF, 841 KB
english, 2019
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