Assessing Specification Errors in Stochastic Discount Factor Models

DOI10.1111/J.1540-6261.1997.TB04813.XMaRDI QIDQ5978581FDO

Authors Lars Peter Hansen, Ravi Jagannathan

Publication date June 1997

Published in The Journal of Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/J.1540-6261.1997.TB04813.X

Cited in

(1)

• intrinsicFRP

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