Connections between entropic and linear projections in asset pricing estimation (Q1858932)
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scientific article; zbMATH DE number 1869183
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| English | Connections between entropic and linear projections in asset pricing estimation |
scientific article; zbMATH DE number 1869183 |
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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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0.7543326020240784
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0.7270563840866089
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0.7237504124641418
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0.7205735445022583
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0.7006398439407349
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