Assessing specification errors in stochastic discount factor models
Lars Peter Hansen ; Ravi Jagannathan
| Year of publication: |
1994
|
|---|---|
| Authors: | Hansen, Lars Peter ; Jagannathan, Ravi |
| Publisher: |
Minneapolis : Fed. Reserve Bank of Minneapolis, Research Dep. |
| Subject: | Theorie | Theory | CAPM | Schätzung | Estimation | Statistische Methodenlehre | Statistical theory | Diskontierung | Discounting |
| Extent: | 40 Bl |
|---|---|
| Series: | Staff report / Research Department, Federal Reserve Bank of Minneapolis. - Minneapolis, Minn., ZDB-ID 1286394-4. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 37 - 40 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000910153