Assessing misspecified asset pricing models with empirical likelihood estimators (Q528066)
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scientific article; zbMATH DE number 6714773
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| English | Assessing misspecified asset pricing models with empirical likelihood estimators |
scientific article; zbMATH DE number 6714773 |
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Assessing misspecified asset pricing models with empirical likelihood estimators (English)
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12 May 2017
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stochastic discount factor
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Euler equations
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generalized minimum contrast estimators
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model misspecification
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Cressie-Read discrepancies
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0.7783944010734558
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0.7756974697113037
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0.7363431453704834
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0.7342448830604553
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0.7311153411865234
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