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

• 1 January 1994
• journal article
• Published by JSTOR in Journal of Business & Economic Statistics
• Vol. 12  (1) , 57
• https://doi.org/10.2307/1391924

Abstract

Keywords

• CLASSICAL TESTS
• ASSET PRICING
• PRICING MODELS
• HANSEN JAGANNATHAN
• JAGANNATHAN BOUNDS