A two-step indirect inference approach to estimate the long-run risk asset pricing model
Joachim Grammig, Eva-Maria Küchlin
| Year of publication: |
2018
|
|---|---|
| Authors: | Grammig, Joachim ; Küchlin, Eva-Maria |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 205.2018, 1, p. 6-33
|
| Subject: | Asset pricing | Indirect inference estimation | Long-run risk | CAPM | Schätztheorie | Estimation theory | Schätzung | Estimation | Induktive Statistik | Statistical inference | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2018.03.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012110233