Machine Learning in Empirical Asset Pricing
The paper suggests a regime switching model to estimate beta and volatility, addressing traditional event study methodology's limitations during volatility shifts.
Featured in No. 93 on 16 Apr 2025 · 33 days after release
- Released
- 14 Mar 2025
- First featured
- No. 93 · 16 Apr 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 5212620
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