Work

A two-step indirect inference approach to estimate the long-run risk asset pricing model

Year: 2018

Type: article

Source: Journal of Econometrics

DOI: 10.1016/j.jeconom.2018.03.003

Authors: Joachim Grammig, Eva-Maria Küchlin

Institutions: University of Cologne, University of Tübingen

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3124034486

FWCI: 1.295

Cites: 39

Cited by: 8

Related to: 10