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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~person:"Christensen, Timothy M."
~subject:"Monte Carlo simulation"
~subject:"Nichtparametrisches Verfahren"
~subject:"Panel study"
~subject:"Regressionsanalyse"
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Christensen, Timothy M.
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Nonparametric stochastic discount factor decomposition
Christensen, Timothy M.
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
5
,
pp. 1501-1536
Persistent link: https://www.econbiz.de/10011791592
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