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Bryzgalova, Svetlana, Huang, Jiantao and Julliard, Christian ORCID: 0000-0001-8177-7441 (2020) Bayesian solutions for the factor zoo: we just ran two quadrillion models. Systemic Risk Centre Discussion Papers (93). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.
Ergun, Lerby and Uthemann, Andreas ORCID: 0000-0002-7942-8530 (2020) Higher-order uncertainty in financial markets: evidence from a consensus pricing service. Systemic Risk Centre Discussion Papers (98). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.