Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution
A. Ronald Gallant ; Lars Peter Hansen ; George Tauchen
| Year of publication: |
1990
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|---|---|
| Authors: | Gallant, A. Ronald |
| Other Persons: | Hansen, Lars Peter (contributor) ; Tauchen, George Eugene (contributor) |
| Published in: |
Journal of econometrics. - Amsterdam : North-Holland Publ. Co., ZDB-ID 879665-8. - Vol. 45.1990, 1, p. 141-179
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| Subject: | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Theorie | Theory |
| Series: | |
|---|---|
| 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://www.econbiz.de/10001332076