Variance Bounds on the Permanent and Transitory Components of Stochastic Discount Factors
Year of publication: |
2011-06
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Authors: | Bakshi, Gurdip ; Chabi-Yo, Fousseni |
Institutions: | Charles A. Dice Center for Research in Financial Economics, Fisher College of Business |
Series: | |
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Type of publication: | Book / Working Paper |
Language: | English |
Classification: | C50 - Econometric Modeling. General ; D24 - Production; Capital and Total Factor Productivity; Capacity ; G11 - Portfolio Choice ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: |
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