Comparing Asset Pricing Models by the Conditional Hansen-Jagannathan Distance

Patrick Gagliardini*, Diego Ronchetti

*Corresponding author for this work

Research output: Contribution to journalArticleAcademicpeer-review

10 Citations (Scopus)
208 Downloads (Pure)

Fingerprint

Dive into the research topics of 'Comparing Asset Pricing Models by the Conditional Hansen-Jagannathan Distance'. Together they form a unique fingerprint.

Mathematics

Economics, Econometrics and Finance

Keyphrases

Social Sciences