Estimating the continuous-time consumption-based asset-pricing model
Year of publication: |
1987
|
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Authors: | Grossman, Sanford J. |
Other Persons: | Melino, Angelo (contributor) ; Shiller, Robert J. (contributor) |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 5.1987, 3, p. 315-327
|
Subject: | CAPM | Privater Konsum | Private consumption | Zeitreihenanalyse | Time series analysis |
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