A Unifying Approach to the Empirical Evaluation of Asset Pricing Models
Year of publication: |
2010-07
|
---|---|
Authors: | Peñaranda, Francisco ; Sentana, Enrique |
Institutions: | Barcelona Graduate School of Economics (Barcelona GSE) |
Subject: | CU-GMM | Factor pricing models | Forward premium puzzle | Generalised Empirical Likelihood | Stochastic discount factor |
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