Connections between entropic and linear projections in asset pricing estimation
| Year of publication: |
2002
|
|---|---|
| Authors: | Kitamura, Yuichi ; Stutzer, Michael |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 107.2002, 1, p. 159-174
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