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

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dc.contributor.authorGallant, A. Ronald
dc.contributor.authorHansen, L. P.
dc.contributor.authorTauchen, George
dc.date.accessioned2014-11-19T16:32:30Z
dc.date.available2014-11-19T16:32:30Z
dc.date.issued1989
dc.format.extent1431430 bytes
dc.format.mimetypeapplication/pdf
dc.format.mimetypeapplication/pdf
dc.identifier.urihttp://www.stat.ncsu.edu/information/library/mimeo.archive/ISMS_1989_1961.pdf
dc.identifier.urihttp://www.lib.ncsu.edu/resolver/1840.4/8318
dc.language.isoen
dc.publisherNorth Carolina State University. Dept. of Statistics
dc.relation.ispartofseriesInstitute of Statistics mimeo series
dc.relation.ispartofseries1961
dc.titleUsing conditional moments of asset payoffes to infer the volatility of intertemporal marginal rates of substitution
dc.typeTechnical report

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