Comment on: price discovery in high resolution, comment on: pseudo-true SDFs in conditional asset pricing models, and comment on: pseudo-true sdfs in conditional asset pricing models. Comparing fixed-versus vanishing-bandwidth estimators of pseudo-true SDFs
Alternative title: | Comment on: price discovery in high resolution comment on: pseudo-true SDFs in conditional asset pricing models comment on: pseudo-true sdfs in conditional asset pricing models. Comparing fixed-versus vanishing-bandwidth estimators of pseudo-true SDFs |
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Year of publication: |
2023
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Other Persons: | Hasbrouck, Joel (contributor) ; Gagliardini, Patrick (contributor) ; Ronchetti, Diego (contributor) |
Published in: |
Journal of financial econometrics. - Oxford : Oxford University Press, ISSN 1479-8417, ZDB-ID 2065613-0. - Vol. 21.2023, 1, p. 261
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Subject: | CAPM | Theorie | Theory |
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