Using conditional moments of asset payoffes to infer the volatility of intertemporal marginal rates of substitution
| Title: | Using conditional moments of asset payoffes to infer the volatility of intertemporal marginal rates of substitution |
| Author: | Gallant, A. Ronald; Hansen, L. P.; Tauchen, George |
| Publisher: | North Carolina State University. Dept. of Statistics |
| Date: | 1989 |
| Series/Report No.: | Institute of Statistics mimeo series 1961 |
| URI: |
http://www.stat.ncsu.edu/information/library/mimeo.archive/ISMS_1989_1961.pdf
http://www.lib.ncsu.edu/resolver/1840.4/8318 |
Files in this item
| Files | Size | Format | View |
|---|---|---|---|
| ISMS_1989_1961.pdf | 1.365Mb |
View/ |