A two-step indirect inference approach to estimate the long-run risk asset pricing model

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A two-step indirect inference approach to estimate the long-run risk asset pricing model

Author: Grammig, Joachim; Küchlin, Eva-Maria
Tübinger Autor(en):
Grammig, Joachim
Küchlin, Eva-Maria
Issue year: 2017-09
Series: CFS working paper;572
Edition: last revised 16. Januar 2018
Verlagsangabe: Goethe-Universität Frankfurt am Main / Institut für Kapitalmarktforschung
Language: English
Full text: http://dx.doi.org/10.2139/ssrn.2820506
DDC Classifikation: 330 - Economics
Dokumentart: Book
Pages: 76
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