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~person:"Christensen, Timothy"
~type_genre:"Graue Literatur"
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Nonparametric
stochastic
discount
factor
decomposition
Christensen, Timothy
-
2015
stochastic
discount
factor
(SDF) in dynamic Markov environments. The approach is nonparametric in that it does not impose …
Persistent link: https://www.econbiz.de/10010532537
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