A nonparametric approach to stochastic discount factor estimation (Q2767972)
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scientific article; zbMATH DE number 1698850
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A nonparametric approach to stochastic discount factor estimation |
scientific article; zbMATH DE number 1698850 |
Statements
7 April 2002
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penalized generalized method of moments
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A nonparametric approach to stochastic discount factor estimation (English)
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