Maximum likelihood estimation of the equity premium

By Avdis Efstathios and Wachter Jessica
Journal of Financial Economics (2017)

  • Efstathios Avdis

    University of Alberta

    Canada

  • Jessica Wachter

Created

May 4, 2017

Last update

May 5, 2017

Software

Matlab

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155

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489

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49

Description

Time-Varying Risk Premium in Large Cross-Sectional Equity Data Set

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