Historical simulation approach to the estimation of stochastic discount factor models (Q3518379): Difference between revisions
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Revision as of 12:37, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Historical simulation approach to the estimation of stochastic discount factor models |
scientific article |
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Historical simulation approach to the estimation of stochastic discount factor models (English)
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7 August 2008
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asset pricing
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applied econometrics
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applied finance
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capital asset pricing
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