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Assessing Specification Errors in Stochastic Discount Factor Models - MaRDI portal

Assessing Specification Errors in Stochastic Discount Factor Models (Q5978581)

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scientific article
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Assessing Specification Errors in Stochastic Discount Factor Models
scientific article

    Statements

    volume
    52
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    issue
    2
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    page(s)
    557-590
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    publication date
    June 1997
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    author
    Lars Peter Hansen
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    Ravi Jagannathan
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    Identifiers

     
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