Jun He
Post
Research
Note
Data
Bergen
🌞
Wayne E. Ferson
← Papers reviewed on this blog
[2003 RFS]
给资产定价模型测谎的那把尺，自己先量歪了
Stochastic Discount Factor Bounds with Conditioning Information
Jun 2026
[1994 JFE]
「拒绝」太多，还是「相信」太少：GMM 在小样本里的两副面孔
Finite Sample Properties of the Generalized Method of Moments in Tests of Conditional Asset Pricing Models
Jun 1994
[1991 JFE]
你今天多吃的那一口，是为明天「上瘾」，还是替明天「省下」？
Habit Persistence and Durability in Aggregate Consumption: Empirical Tests
Jun 2026