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Comment on: pseudo-true SDFs in conditional asset pricing models
Ludvigson, Sydney C. - In: Journal of financial econometrics 18 (2020) 4, pp. 721-728
Persistent link: https://www.econbiz.de/10012405517
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Rejoinder on: pseudo-true SDFs in conditional asset pricing models
Antoine, Bertille; Proulx, Kevin; Renault, Eric - In: Journal of financial econometrics 18 (2020) 4, pp. 776-790
Persistent link: https://www.econbiz.de/10012405523