HJBOUNDS: RATS procedure to compute Hansen-Jagannathan bounds for a set of returns
HJBounds computes (and optionally graphs) the Hansen-Jagannathan bounds for a set of returns, as a function of the unobserved mean of a riskfree asset. Hansen and Jagannathan(1991), "Implications of Security Market Data for Models of Dynamic Economics", JPE, vol 99, 225-262.
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