Finite sample properties of tests of the Epstein-Zin asset pricing model
Year of publication: |
1999
|
---|---|
Authors: | Smith, David C. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 93.1999, 1, p. 113-148
|
Subject: | CAPM | Stichprobenerhebung | Sampling | Theorie | Theory | Momentenmethode | Method of moments |
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