Praia de Botafogo 190, 11o andar
Rio de Janeiro, Rio de Janeiro 22250-900
Getulio Vargas Foundation
in Total Papers Downloads
in Total Papers Citations
Stochastic Discount Factor, Information-Theoretic Bounds, Generalized Minimum Contrast Estimators, Implicit Utility Maximizing Weights
Stochastic Discount Factor, Euler Equations, Generalized Minimum Contrast Estimators, Model Selection, Cressie Read Discrepancies
Stochastic Discount Factor, Euler Equations,Generalized Minimum Contrast Estimators, Model Selection, Cressie Read Discrepancies
Asset Pricing Proxies, Euler Equations, Minimum Discrepancy Estimators, Model Selection
Stochastic Discount Factors, Performance Measurement, Minimum Discrepancy measures, Nonparametric discounting
Preferred-Habitat Theory, Error Correction Models, Model Selection, Exponential Splines, Local Shocks
Risk-Neutral Measure, Option Pricing, Nonparametric Estimation, Robustness, Minimum Contrast Estimators, Cressie Read Discrepancies
Term structure of interest rates, parametric models, affine models, cross sectional estimation, time series analysis, forecasting
Price index, Spline Models, Exponential Term Structure Models, Curve Fitting, Risk management
Tail Risk, Risk Factor, Risk-Neutral Probability, Prediction of Market Returns, Economic Predictability
Parametric term structure models, principal components, vector auto-regressive models, interest rate mean forecasting
Stochastic Discount Factor, Information-Theoretic Bounds,Generalized Minimum Contrast Estimators, Implicit Utility Maximizing Weights
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