Email: amedeo dot andriollo at warwick dot ac dot uk
Advice & feedback hours: Monday 11:30-13:00 (via email).
- Time series
- Financial Econometrics
(feedback is welcome!)
- On the statistical properties of tests of parameter restrictions in beta-pricing models with a large number of assets (with Cesare RobottiLink opens in a new window and Giulio Rossetti). 2023. WP linkLink opens in a new window . Online Appendix: MispricingLink opens in a new window