topic Hansen Jagannathan bounds in SAS Forecasting and Econometrics

topic Hansen Jagannathan bounds in SAS Forecasting and Econometrics https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/Hansen-Jagannathan-bounds/m-p/700093#M4023 <P>Does anyone know how to compute and plot  Hansen-Jagannathan lower volatility bounds for CCAPM? I really the SAS code for it <span class="lia-unicode-emoji" title=":disappointed_face:">😞</span></P> Thu, 19 Nov 2020 04:51:56 GMT Takdir 2020-11-19T04:51:56Z Hansen Jagannathan bounds https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/Hansen-Jagannathan-bounds/m-p/700093#M4023 <P>Does anyone know how to compute and plot  Hansen-Jagannathan lower volatility bounds for CCAPM? I really the SAS code for it <span class="lia-unicode-emoji" title=":disappointed_face:">😞</span></P> Thu, 19 Nov 2020 04:51:56 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/Hansen-Jagannathan-bounds/m-p/700093#M4023 Takdir 2020-11-19T04:51:56Z