Is the relative risk aversion parameter constant over time? A multi-country study
| Year of publication: |
2010
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|---|---|
| Authors: | Das, Samarjit ; Sarkar, Nityananda |
| Published in: |
Empirical Economics. - Department of Economics and Finance Research and Teaching. - Vol. 38.2010, 3, p. 605-617
|
| Publisher: |
Department of Economics and Finance Research and Teaching |
| Subject: | Bootstrap | Information matrix test | Parameter constancy | Relative risk aversion and ARCH-M |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10008515524