A two-step indirect inference approach to estimate the long-run risk asset pricing model (Q1754508)
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scientific article; zbMATH DE number 6877071
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| English | A two-step indirect inference approach to estimate the long-run risk asset pricing model |
scientific article; zbMATH DE number 6877071 |
Statements
A two-step indirect inference approach to estimate the long-run risk asset pricing model (English)
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31 May 2018
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indirect inference estimation
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asset pricing
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long-run risk
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0.733557939529419
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0.7291080355644226
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0.7055880427360535
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0.6963029503822327
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