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Latest revision as of 20:29, 9 December 2024

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Assessing misspecified asset pricing models with empirical likelihood estimators
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    Assessing misspecified asset pricing models with empirical likelihood estimators (English)
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    12 May 2017
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    stochastic discount factor
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    Euler equations
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    generalized minimum contrast estimators
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    model misspecification
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    Cressie-Read discrepancies
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