Letent Variable Models for Stochastic Discount Factors.
Year of publication: |
2000
|
---|---|
Authors: | Garcia, R. ; Renault, E. |
Institutions: | Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) |
Subject: | LATENT VARIABLES | PRICING | ECONOMIC MODELS |
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Latent Variable Models for Stochastic Discount Factors.
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