Identification and Inference in Linear Stochastic Discount Factor Models with Excess Returns
Author:
Affiliation:
1. Duke University, University of Glasgow, and NBER
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance
Link
http://academic.oup.com/jfec/article-pdf/14/2/295/28039676/nbv018.pdf
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