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

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dc.contributor.author Gallant, A. Ronald
dc.contributor.author Hansen, L. P.
dc.contributor.author Tauchen, George
dc.date.accessioned 2014-11-19T16:32:30Z
dc.date.available 2014-11-19T16:32:30Z
dc.date.issued 1989
dc.identifier.uri http://www.stat.ncsu.edu/information/library/mimeo.archive/ISMS_1989_1961.pdf
dc.identifier.uri http://www.lib.ncsu.edu/resolver/1840.4/8318
dc.format.extent 1431430 bytes
dc.format.mimetype application/pdf
dc.format.mimetype application/pdf
dc.language.iso en
dc.publisher North Carolina State University. Dept. of Statistics
dc.relation.ispartofseries Institute of Statistics mimeo series
dc.relation.ispartofseries 1961
dc.title Using conditional moments of asset payoffes to infer the volatility of intertemporal marginal rates of substitution
dc.type Technical report


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