Empirical evaluation of overspecified asset pricing models
Elena Manresa, Francisco Peñaranda, Enrique Sentana
| Year of publication: |
2023
|
|---|---|
| Authors: | Manresa, Elena ; Peñaranda, Francisco ; Sentana, Enrique |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 147.2023, 2, p. 338-351
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| Subject: | Continuously updated GMM | Factor pricing models | Set estimation | Stochastic discount factor | Underidentification tests | CAPM | Diskontierung | Discounting | Schätztheorie | Estimation theory | Momentenmethode | Method of moments | Schätzung | Estimation | Stochastischer Prozess | Stochastic process | Statistischer Test | Statistical test | Kapitalmarkttheorie | Financial economics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2022.10.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013546675