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
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2001 ◽
Vol 20
(1)
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pp. 71-90
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2011 ◽
Vol 66
(3)
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pp. 873-909
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2021 ◽
Vol 56
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pp. 101369
2019 ◽
pp. 243-275
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2010 ◽
pp. 1067-1090
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2008 ◽
Vol 14
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pp. 391-418
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Vol 13
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pp. 880-907
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