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; Kuechlin, Eva-Maria
Tübinger Autor(en):
Grammig, Joachim
Küchlin, Eva-Maria
Published in: Journal of Econometrics (2018), Bd. 205, H. 1, S. 6-33
Verlagsangabe: Elsevier Science Sa
Language: English
Full text: http://dx.doi.org/10.1016/j.jeconom.2018.03.003
ISSN: 1872-6895
DDC Classifikation: 330 - Economics
510 - Mathematics
300 - Social sciences, sociology and anthropology
Dokumentart: Artikel
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