Finite-sample inferences about mean-standard deviation bounds for stochastic discount factors (Q672636)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite-sample inferences about mean-standard deviation bounds for stochastic discount factors |
scientific article |
Statements
Finite-sample inferences about mean-standard deviation bounds for stochastic discount factors (English)
0 references
28 February 1997
0 references
Stochastic discount factors
0 references
Bayesian analysis
0 references
Hansen-Jagannathan bounds
0 references
