Time-varying coefficient estimation in SURE models. Application to portfolio management∗
- Casas, I.
- Ferreira, E.
- Orbe, S.
ISSN: 1479-8417, 1479-8409
Année de publication: 2021
Volumen: 19
Número: 4
Pages: 707-745
Type: Article
Revue:
Journal of Financial Econometrics
