Nagel and Singleton are at the Graduate School of Business, Stanford University, and are affiliated with the National Bureau of Economic Research. We are grateful to seminar participants at Baruch College, the Berkeley–Stanford joint finance seminar, London Business School, Northwestern University, Princeton University, UC San Diego, the National Bureau of Economic Research, and the Western Finance Association Meetings, as well as to Fousseni Chabi-Yo, Wayne Ferson, Lars Hansen, Cam Harvey, and two anonymous referees for helpful comments.
Estimation and Evaluation of Conditional Asset Pricing Models
Version of Record online: 23 MAY 2011
© 2011 the American Finance Association
The Journal of Finance
Volume 66, Issue 3, pages 873–909, June 2011
How to Cite
NAGEL, S. and SINGLETON, K. J. (2011), Estimation and Evaluation of Conditional Asset Pricing Models. The Journal of Finance, 66: 873–909. doi: 10.1111/j.1540-6261.2011.01654.x
- Issue online: 23 MAY 2011
- Version of Record online: 23 MAY 2011
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