5807 S. Woodlawn Avenue
Chicago, IL 60637
University of Chicago - Booth School of Business
Cross-sectional risk premia variation; Bayesian analysis; Regime change; Model instability and model uncertainty; Intermediary asset pricing; Institution holdings data
Economic uncertainty, Volatility forecasting, Realized volatility, Uncertainty measures
All content on this site: Copyright © 2023 Elsevier Inc., its licensors, and contributors. All rights are reserved, including those for text and data mining, AI training, and similar technologies. For all open access content, the Creative Commons licensing terms apply.
To learn more, visit
This page was processed by aws-apollo-l200 in 0.156 seconds