Connections between entropic and linear projections in asset pricing estimation (Q1858932): Difference between revisions
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Revision as of 15:26, 20 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Connections between entropic and linear projections in asset pricing estimation |
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Connections between entropic and linear projections in asset pricing estimation (English)
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17 February 2003
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entropy
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information
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large deviations
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GMM
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stochastic discount factor
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