Variance bounds on the permanent and transitory components of stochastic discount factors
| Year of publication: |
2012
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|---|---|
| Authors: | Bakshi, Gurdip ; Chabi-Yo, Fousseni |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 1871183. - Vol. 105.2012, 1, p. 191-209
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