Investigating the impact of consumption distribution on CRRA estimation : quantile-CCAPM-based approach
Sofia B. Ramos, Abderrahim Taamouti and Helena Veiga
| Year of publication: |
2025
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| Authors: | Ramos, Sofia B. ; Taamouti, Abderrahim ; Veiga, Helena |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 29.2025, 1, p. 39-52
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| Subject: | CCAPM | consumption volatility | downside risk aversion | quantile-based Euler equation | risk aversion | stochastic volatility | Risikoaversion | Risk aversion | Volatilität | Volatility | Variationsrechnung | Variational method | CAPM | Theorie | Theory | Privater Konsum | Private consumption | Schätzung | Estimation | Konsum | Consumption |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/snde-2023-0005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015437850