Bayesian estimation of stochastic discount factors
Stephen Gordon, Lucie Samson, and Benoît Carmichael
| Year of publication: |
1996
|
|---|---|
| Authors: | Gordon, Stephen F. |
| Other Persons: | Samson, Lucie (contributor) ; Carmichael, Benoît (contributor) |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 14.1996, 4, p. 412-420
|
| Subject: | CAPM | Zins | Interest rate | Schätztheorie | Estimation theory | Theorie | Theory | USA | United States | 1969-1992 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001209350