Letent Variable Models for Stochastic Discount Factors.

In this paper, we provided a unifying analysis of latent variable models in finance through the concept of stochastic discount factor (SDF).

Year of publication:	2000
Authors:	Garcia, R. ; Renault, E.
Institutions:	Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
Subject:	LATENT VARIABLES \| PRICING \| ECONOMIC MODELS

Series:	Cahiers de recherche.
Type of publication:	Book / Working Paper
Notes:	31 pages
Classification:	G10 - General Financial Markets. General ; G12 - Asset Pricing
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005353040