Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns
Year of publication: |
[2007]
|
---|---|
Authors: | Cecchetti, Stephen G. |
Other Persons: | Lam, Pok-sang (contributor) ; Mark, Nelson C. (contributor) |
Publisher: |
[2007]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Kapitaleinkommen | Capital income | Volatilität | Volatility | CAPM | Portfolio-Management | Portfolio selection | Schätzung | Estimation |
Extent: | 1 Online-Ressource (39 p) |
---|---|
Series: | NBER Working Paper ; No. t0124 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 1992 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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