Variance bounds on the permanent and transitory components of stochastic discount factors

✍ Scribed by Gurdip Bakshi; Fousseni Chabi-Yo

• Book ID: 113711462
• Publisher: Elsevier Science
• Year: 2012
• Tongue: English
• Weight: 469 KB
• Volume: 105
• Category: Article
• ISSN: 0304-405X
• DOI: 10.1016/j.jfineco.2012.01.003