Variance bounds on the permanent and transitory components of stochastic discount factors
Gurdip Bakshi; Fousseni Chabi-Yo
| Year of publication: |
2012
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|---|---|
| Authors: | Bakshi, Gurdip S. ; Chabi-Yo, Fousseni |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 105.2012, 1, p. 191-208
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| Subject: | Stochastic discount factors | Permanent component | Transitory component | Variance bounds | Eigenfunction problems | Theorie | Theory | Diskontierung | Discounting | Stochastischer Prozess | Stochastic process | CAPM | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009622426