Assessing Specification Errors in Stochastic Discount Factor Models
From MaRDI portal
Publication:5978581
DOI10.1111/J.1540-6261.1997.TB04813.XMaRDI QIDQ5978581
Lars Peter Hansen, Ravi Jagannathan
Publication date: June 1997
Published in: The Journal of Finance (Search for Journal in Brave)
Related Items (1)
This page was built for publication: Assessing Specification Errors in Stochastic Discount Factor Models