A frequency decomposition of approximation errors in stochastic discount factor models

International Economic Review

Volumn 42, Issue 2, 2001, Pages 473-503

  Cogley, Timothy ^a  

^a ARIZONA STATE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0040923835     PISSN: 00206598     EISSN: None     Source Type: Journal    
DOI: 10.1111/1468-2354.00118     Document Type: Article

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