Econometric specification of stochastic discount factor models (Q278271): Difference between revisions

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+Christian Gouriéroux
@@ Property / author: Christian Gouriéroux / rank @@
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+Alain Monfort
@@ Property / author: Alain Monfort / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2005.11.015
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+W1997575166
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@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
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