A two-step indirect inference approach to estimate the long-run risk asset pricing model (Q1754508): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W3124034486 / rank | |||
Normal rank |
Revision as of 14:36, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A two-step indirect inference approach to estimate the long-run risk asset pricing model |
scientific article |
Statements
A two-step indirect inference approach to estimate the long-run risk asset pricing model (English)
0 references
31 May 2018
0 references
indirect inference estimation
0 references
asset pricing
0 references
long-run risk
0 references