Using conditional moments of asset payoffes to infer the volatility of intertemporal marginal rates of substitution

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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


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