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Bryzgalova, Svetlana, Huang, Jiantao and Julliard, Christian (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 (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.