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Generalized ESP estimator
HOLCBLAT, Benjamin; SOWELL, Fallaw; ATABAIGIALAMI, Ali
2023FinEML (Financial Econometrics meets Machine Learning) Conference 2023
Peer reviewed
 

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Keywords :
Financial Econometric; machine learning
Disciplines :
Finance
Author, co-author :
HOLCBLAT, Benjamin  ;  University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Department of Finance (DF)
SOWELL, Fallaw;  Carnegie Mellon University, > Tepper School of Business > Dept of Economics
ATABAIGIALAMI, Ali ;  University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Department of Finance (DF)
External co-authors :
no
Language :
English
Title :
Generalized ESP estimator
Publication date :
11 November 2023
Event name :
FinEML (Financial Econometrics meets Machine Learning) Conference 2023
Event organizer :
Erasmus University
Event place :
Rotterdam, Netherlands
Event date :
11 Nov 2023
By request :
Yes
Peer reviewed :
Peer reviewed
Available on ORBilu :
since 22 December 2023

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