Assessing misspecified asset pricing models with empirical likelihood estimators (Q528066): Difference between revisions
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Revision as of 03:35, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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