Econometric Evaluation of Asset Pricing Models
收藏NBER1993-10-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/t0145
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资源简介：
In this paper we provide econometric tools for the evaluation of intertemporal asset pricing models using specification-error and volatility bounds. We formulate analog estimators of these bounds, give conditions for consistency and derive the limiting distribution of these estimators. The analysis
提供机构：
美国国家经济研究局
创建时间：
1993-10-01
