Comment on: Pseudo-True SDFs in Conditional Asset Pricing Models. Comparing Fixed- versus Vanishing-Bandwidth Estimators of Pseudo-True SDFs*

Gagliardini, Patrick; Ronchetti, Diego

doi:10.1093/jjfinec/nbz009

Journal of Financial Econometrics

2019

DOI: 10.1093/jjfinec/nbz009

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Comment on: Pseudo-True SDFs in Conditional Asset Pricing Models. Comparing Fixed- versus Vanishing-Bandwidth Estimators of Pseudo-True SDFs*

Patrick Gagliardini

Diego Ronchetti

Abstract: Take-down policy If you believe that this document breaches copyright please contact us providing details, and we will remove access to the work immediately and investigate your claim.

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Comment on: Pseudo-True SDFs in Conditional Asset Pricing Models. Comparing Fixed- versus Vanishing-Bandwidth Estimators of Pseudo-True SDFs*

Abstract: Take-down policy If you believe that this document breaches copyright please contact us providing details, and we will remove access to the work immediately and investigate your claim.

Cited by 0 publications

References 9 publications

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