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Latent variable models for stochastic discount factors - MaRDI portal

Latent variable models for stochastic discount factors

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Publication:2771103

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zbMATH Open1007.91016MaRDI QIDQ2771103

René Garcia, Éric Renault

Publication date: 16 March 2003

zbMATH Keywords

portfolio stochastic discount factor asset pricing theory latent variables models

Mathematics Subject Classification ID

Economic time series analysis (91B84) Microeconomic theory (price theory and economic markets) (91B24)

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