Bounds on the autocorrelation of admissible stochastic discount factors
Year of publication: |
2012
|
---|---|
Authors: | Chrétien, Stéphane |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 36.2012, 7, p. 1943-1962
|
Subject: | CAPM | Theorie | Theory | Diskontierung | Discounting | Autokorrelation | Autocorrelation | Stochastischer Prozess | Stochastic process |
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