Finite-sample inferences about mean-standard deviation bounds for stochastic discount factors (Q672636)
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scientific article; zbMATH DE number 985108
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| English | Finite-sample inferences about mean-standard deviation bounds for stochastic discount factors |
scientific article; zbMATH DE number 985108 |
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Finite-sample inferences about mean-standard deviation bounds for stochastic discount factors (English)
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28 February 1997
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Stochastic discount factors
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Bayesian analysis
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Hansen-Jagannathan bounds
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