Extending the Hansen-Jagannathan distance measure of model misspecification

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Bibliographische Detailangaben
Veröffentlicht in:Finance research letters
1. Verfasser: Xu, Yuewu (VerfasserIn)
Weitere Verfasser: Yao, Xiangkun (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2019
Schlagworte:
Stochastic discount factor > Hansen–Jagannathan distance > Limiting distribution > Lp-norm > Aufsatz in Zeitschrift
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