Model comparison using the Hansen-Jagannathan distance
Year of publication: |
2007
|
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Authors: | Kan, Raymond ; Robotti, Cesare |
Publisher: |
Atlanta, GA : Federal Reserve Bank of Atlanta |
Subject: | Capital Asset Pricing Model | Modellierung | Makroökonomischer Einfluss | Theorie | Hansen-Jagannathan distance | asset-pricing models | model misspecification | risk premia |
Series: | Working Paper ; 2007-4 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 572361920 [GVK] hdl:10419/70641 [Handle] |
Classification: | G12 - Asset Pricing |
Source: |
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