Data-generating process and time-series asset pricing

By Shuxin GUO, Qiang LIU

Published 2023-11-05

Everscope rating

1545.7

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Theoretical analysis and numerical simulation. Problem types: Time Series Analysis, Asset Pricing.

arXiv:2405.10920 · Paper rankings

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