Comparing asset pricing models by the conditional Hansen-Jagannathan distance
Patrick Gagliardini and Diego Ronchetti
| Year of publication: |
2020
|
|---|---|
| Authors: | Gagliardini, Patrick ; Ronchetti, Diego |
| Subject: | asset pricing model comparison | generalized method of moments | Hansen-Jagannathan distance | nonparametric estimation | stochastic discount factor | CAPM | Momentenmethode | Method of moments | Schätztheorie | Estimation theory | Diskontierung | Discounting |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbz013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012232965