On the properties of the constrained Hansen–Jagannathan distance
Gospodinov, Nikolay; Kan, Raymond; Robotti, Cesare
- 期刊名称Journal of Empirical Finance
- 作者Gospodinov, Nikolay; Kan, Raymond; Robotti, Cesare
- 卷第36卷
- 印刷ISSN0927-5398
- 文件大小707.61KB
- 发表时间2016-03
- DOI10.1016/j.jempfin.2015.10.001
- 页码121-150