Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models
Nikolay Gospodinov, Raymond Kan and Cesare Robotti
| Year of publication: |
2018
|
|---|---|
| Authors: | Gospodinov, Nikolaj ; Kan, Raymond ; Robotti, Cesare |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 37.2018, 6/10, p. 695-718
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| Subject: | Asset pricing | asymptotic approximation | continuously-updated GMM | maximum likelihood | misspecification-robust tests | model misspecification | Schätztheorie | Estimation theory | CAPM | Stochastischer Prozess | Stochastic process | Modellierung | Scientific modelling | Momentenmethode | Method of moments | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2016.1165945 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012040404