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Jiang, Zhengyang [Author]; Richmond, Robert [Author]

Hansen-Jagannathan Bounds with Convenience Yields

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[S.l.]: SSRN, [2022]
Kan, Raymond [Author]; Robotti, Cesare [Author]

The exact distribution of the Hansen-Jagannathan bound

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Atlanta, GA: Federal Reserve Bank of Atlanta, 2008
Chernozhukov, Victor [Author]; Kocatulum, Emre [Author]; Menzel, Konrad [Author]

Inference on sets in finance

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New Haven, CT: The Econometric Society, 2015
Chernozhukov, Victor [Author]; Kocatulum, Emre [Author]; Menzel, Konrad [Author]

Inference on sets in finance

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London: Centre for Microdata Methods and Practice (cemmap), 2012
Malamud, Semyon [Author]; Trojani, Fabio [Author]

Variance covariance orders and median preserving [spreads]

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Genève: Swiss Finance Inst., 2009

Published in: Swiss Finance Institute: Research paper series ; 2009,13
Otrok, Chris [Author] ; Ravikumar, B. [Other]

Asset Pricing Through the Lens of the Hansen-Jagannathan Bound

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[S.l.]: SSRN, [2020]
Kan, Raymond [Author] ; Robotti, Cesare [Other]

The Exact Distribution of the Hansen-Jagannathan Bound

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[S.l.]: SSRN, [2015]
Jiang, Zhengyang; Richmond, Robert

Hansen-Jagannathan Bounds with Convenience Yields

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Elsevier BV, 2022

Published in: SSRN Electronic Journal (2022)
Ragunathan , Vanitha; Faff, Robert W.; Brooks, Robert D.

Correlations, integration and Hansen-Jagannathan bounds

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Informa UK Limited, 2004

Published in: Applied Financial Economics, 14 (2004) 16, Seite 1167-1180
Gregory, Allan W.; Smith, Gregor W.

Sampling variability in Hansen-Jagannathan bounds

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Elsevier BV, 1992

Published in: Economics Letters, 38 (1992) 3, Seite 263-267
Kan, Raymond; Robotti, Cesare

The Exact Distribution of the Hansen–Jagannathan Bound

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Institute for Operations Research and the Management Sciences (INFORMS), 2016

Published in: Management Science, 62 (2016) 7, Seite 1915-1943
Robotti, Cesare; Kan, Raymond

The Exact Distribution of the Hansen-Jagannathan Bound

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Elsevier BV, 2008

Published in: SSRN Electronic Journal (2008)
Burnside, Craig

Hansen-Jagannathan Bounds as Classical Tests of Asset-Pricing Models

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JSTOR, 1994

Published in: Journal of Business & Economic Statistics, 12 (1994) 1, Seite 57
Burnside, Craig

Hansen-Jagannathan Bounds as Classical Tests of Asset-Pricing Models

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American Statistical Association, 1994

Published in: Journal of Business & Economic Statistics, 12 (1994) 1, Seite 57-79
Burnside, Craig

Hansen–Jagannathan Bounds as Classical Tests of Asset-Pricing Models

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Informa UK Limited, 1994

Published in: Journal of Business & Economic Statistics, 12 (1994) 1, Seite 57-79
Otrok, Christopher; Ravikumar, B.; Whiteman, Charles H.

Evaluating Asset-Pricing Models Using the Hansen-Jagannathan Bound: A Monte Carlo Investigation

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John Wiley & Sons, 2002

Published in: Journal of Applied Econometrics, 17 (2002) 2, Seite 149-174
Otrok, Christopher; Ravikumar, B.; Whiteman, Charles H.

Evaluating asset‐pricing models using the Hansen–Jagannathan bound: a Monte Carlo investigation

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Wiley, 2002

Published in: Journal of Applied Econometrics, 17 (2002) 2, Seite 149-174
Engsted, Tom

Evaluating the consumption-capital asset pricing model using Hansen-Jagannathan bounds: evidence from the UK

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Wiley, 1998

Published in: International Journal of Finance & Economics, 3 (1998) 4, Seite 291-302
Engsted, Tom

Evaluating the consumption-capital asset pricing model using Hansen–Jagannathan bounds: evidence from the UKjel code: g12

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Wiley, 1998

Published in: International Journal of Finance & Economics, 3 (1998) 4, Seite 291

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