Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution
| Year of publication: |
1990
|
|---|---|
| Authors: | Gallant, A. Ronald ; Hansen, Lars Peter ; Tauchen, George |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 45.1990, 1-2, p. 141-179
|
| Publisher: |
Elsevier |