Is the relative risk aversion parameter constant over time? : A multi-country study
Samarjit Das; Nityananda Sarkar
| Year of publication: |
2010
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|---|---|
| Authors: | Das, Samarjit ; Sarkar, Nityananda |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 38.2010, 3, p. 605-617
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| Subject: | Bootstrap-Verfahren | Bootstrap approach | Risikoaversion | Risk aversion | ARCH-Modell | ARCH model | Monte-Carlo-Simulation | Monte Carlo simulation | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003951628