scholarly journals Comment on: Price Discovery in High Resolution, Comment on: Pseudo-True SDFs in Conditional Asset Pricing Models, and Comment on: Pseudo-True SDFs in Conditional Asset Pricing Models.Comparing Fixed-versus Vanishing-Bandwidth Estimators of Pseudo-True SDFs

2011 ◽  
Vol 66 (3) ◽  
pp. 873-909 ◽  
Author(s):  
STEFAN NAGEL ◽  
KENNETH J. SINGLETON

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