A nonparametric approach to stochastic discount factor estimation (Q2767972)
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scientific article; zbMATH DE number 1698850
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| default for all languages | No label defined |
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| English | A nonparametric approach to stochastic discount factor estimation |
scientific article; zbMATH DE number 1698850 |
Statements
7 April 2002
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penalized generalized method of moments
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A nonparametric approach to stochastic discount factor estimation (English)
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0.8240936398506165
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0.8118670582771301
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0.8053486347198486
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0.7652883529663086
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0.7555214166641235
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