Time-varying coefficient estimation in SURE models. Application to portfolio management∗

  1. Casas, I.
  2. Ferreira, E.
  3. Orbe, S.
Journal:
Journal of Financial Econometrics

ISSN: 1479-8417,  1479-8409

Year of publication: 2021

Volume: 19

Issue: 4

Pages: 707-745

Type: Article

DOI: 10.1093/JJFINEC/NBZ010 GOOGLE SCHOLAR

Sustainable development goals

Data source: Scopus