Identification and inference in linear stochastic discount factor models with excess returns
Publication
, Journal Article
Burnside, AC
Published in: Journal of Financial Econometrics
2016
Duke Scholars
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Published In
Journal of Financial Econometrics
DOI
Publication Date
2016
Volume
14
Issue
2
Start / End Page
295 / 330
Related Subject Headings
- Econometrics
- 3802 Econometrics
- 3502 Banking, finance and investment
- 1502 Banking, Finance and Investment
- 1403 Econometrics
Citation
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Chicago
ICMJE
MLA
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Burnside, A. C. (2016). Identification and inference in linear stochastic discount factor models with excess returns. Journal of Financial Econometrics, 14(2), 295–330. https://doi.org/10.1093/jjfinec/nbv018
Burnside, A. C. “Identification and inference in linear stochastic discount factor models with excess returns.” Journal of Financial Econometrics 14, no. 2 (2016): 295–330. https://doi.org/10.1093/jjfinec/nbv018.
Burnside AC. Identification and inference in linear stochastic discount factor models with excess returns. Journal of Financial Econometrics. 2016;14(2):295–330.
Burnside, A. C. “Identification and inference in linear stochastic discount factor models with excess returns.” Journal of Financial Econometrics, vol. 14, no. 2, 2016, pp. 295–330. Manual, doi:10.1093/jjfinec/nbv018.
Burnside AC. Identification and inference in linear stochastic discount factor models with excess returns. Journal of Financial Econometrics. 2016;14(2):295–330.
Published In
Journal of Financial Econometrics
DOI
Publication Date
2016
Volume
14
Issue
2
Start / End Page
295 / 330
Related Subject Headings
- Econometrics
- 3802 Econometrics
- 3502 Banking, finance and investment
- 1502 Banking, Finance and Investment
- 1403 Econometrics