Pseudo-true SDFs in conditional asset pricing models
Bertille Antoine, Kevin Proulx and Eric Renault
| Year of publication: |
2020
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|---|---|
| Authors: | Antoine, Bertille ; Proulx, Kevin ; Renault, Eric |
| Published in: |
Journal of financial econometrics. - Oxford : Oxford University Press, ISSN 1479-8417, ZDB-ID 2065613-0. - Vol. 18.2020, 4, p. 656-714
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| Subject: | misspecification | Hansen-Jagannathan distance | pseudo-true pricing kernel | local factors | CAPM | Theorie | Theory | Modellierung | Scientific modelling |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nby017 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012405513