A nonparametric approach to stochastic discount factor estimation

AMS Citation:
Hu, F., A. R. Hall, and D. Nychka, 2000: A nonparametric approach to stochastic discount factor estimation. Advances in Econometrics, 14, 155-176,.
Date:2000-06-01
Resource Type:article
Title:A nonparametric approach to stochastic discount factor estimation
Peer Review:Refereed
Copyright Information:Copyright 2000 Emerald Group Publishing, Ltd.
OpenSky citable URL: ark:/85065/d7g44qsc
Author(s):
  • F. Hu
  • A. Hall
  • Doug Nychka - NCAR/UCAR
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