A frequency decomposition of approximation errors in stochastic discount factor models
by Timothy Cogley
| Year of publication: |
2001
|
|---|---|
| Authors: | Cogley, Timothy |
| Published in: |
International economic review. - Hoboken, NJ : Wiley-Blackwell, ISSN 0020-6598, ZDB-ID 209871-4. - Vol. 42.2001, 2, p. 473-503
|
| Subject: | Stochastischer Prozess | Stochastic process | CAPM | Schätztheorie | Estimation theory | Schätzung | Estimation | Anleihe | Bond | Dynamisches Gleichgewicht | Dynamic equilibrium | Diskontierung | Discounting |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: International economic review |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001577913