A frequency decomposition of approximation errors in stochastic discount factor models

Timothy Cogley

Year of publication:	1997
Authors:	Cogley, Timothy
Publisher:	San Francisco : Federal Reserve Bank of San Francisco
Subject:	CAPM \| Dynamisches Gleichgewicht \| Dynamic equilibrium \| Stochastischer Prozess \| Stochastic process \| Schätztheorie \| Estimation theory \| Theorie \| Theory \| Anleihe \| Bond \| Schätzung \| Estimation \| USA \| United States \| 1948-1994

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