Historical simulation approach to the estimation of stochastic discount factor models (Q3518379)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Historical simulation approach to the estimation of stochastic discount factor models |
scientific article |
Statements
Historical simulation approach to the estimation of stochastic discount factor models (English)
0 references
7 August 2008
0 references
asset pricing
0 references
applied econometrics
0 references
applied finance
0 references
capital asset pricing
0 references
0 references
0 references
