• Title of article

    Finite-sample inferences about mean-standard deviation bounds for stochastic discount factors

  • Author/Authors

    Gordon ، نويسنده , , Stephen; Samson، نويسنده , , Lucie; Carmichael، نويسنده , , Benoît ، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1995
  • Pages
    6
  • From page
    295
  • To page
    300
  • Abstract
    Using Bayesian methods of inference, we develop a procedure for evaluating the finite-sample uncertainty about the estimated Hansen-Jagannathan bounds for the mean and standard deviation of stochastic discount factors.
  • Keywords
    Stochastic discount factors: Bayesian analvsis
  • Journal title
    Economics Letters
  • Serial Year
    1995
  • Journal title
    Economics Letters
  • Record number

    433998

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=433998