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CAPM 1 Discounting 1 Diskontierung 1 Estimation theory 1 Hansen-Jagannathan distance 1 Method of moments 1 Momentenmethode 1 Schätztheorie 1 asset pricing model comparison 1 generalized method of moments 1 nonparametric estimation 1 stochastic discount factor 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Gagliardini, Patrick 1 Ronchetti, Diego 1
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Journal of financial econometrics 1
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Comparing asset pricing models by the conditional Hansen-Jagannathan distance
Gagliardini, Patrick; Ronchetti, Diego - In: Journal of financial econometrics 18 (2020) 2, pp. 333-394
Persistent link: https://www.econbiz.de/10012232965
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