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Takdir
Obsidian | Level 7 Takdir
Obsidian | Level 7

Hansen Jagannathan bounds

Posted 11-18-2020 11:51 PM (570 views)

Does anyone know how to compute and plot  Hansen-Jagannathan lower volatility bounds for CCAPM? I really the SAS code for it 😞

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  • ‎11-18-2020 11:51 PM
  • 571 views
  • 1 like
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