Calibration as testing : type I error in the equity premium puzzle
Allan W. Gregory and Gregor W. Smith
| Year of publication: |
1988
|
|---|---|
| Authors: | Gregory, Allan W. ; Smith, Gregor W. |
| Publisher: |
Kingston, Ontario |
| Subject: | Theorie | Theory | Risikoprämie | Risk premium | Equity-Premium-Puzzle | Equity premium puzzle | Schätzung | Estimation | CAPM | Statistischer Fehler | Statistical error |
| Extent: | 13 S Tab |
|---|---|
| Series: | Discussion paper / Institute for Economic Research, Queen's University. - Kingston, Ontario, ISSN 0316-5078, ZDB-ID 863062-8. - Vol. 725 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000125028