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Teachers Insurance and Annuity Association College Retirement Equities Fund (TIAA-CREF)
SSRN RANKINGS
in Total Papers Citations
Regime Switching, Likelihood Ratio Test, Nonlinear Drift
survival bias, equity premium
Maximum likelihood estimation, time-inhomogeneous diffusion, transition density, Hermite expansion
Stochastic Discount Factor, Specification Tests, Model Selection, HJ distance, Arbitrage