Assessing Specification Errors in Stochastic Discount Factor Models
Year of publication: |
[2021]
|
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Authors: | Hansen, Lars Peter ; Jagannathan, Ravi |
Publisher: |
[S.l.] : SSRN |
Subject: | CAPM | Theorie | Theory | Schätzung | Estimation | Statistische Methodenlehre | Statistical theory |
Extent: | 1 Online-Ressource (42 p) |
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Series: | NBER Working Paper ; No. t0153 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 1994 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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