Is the relative risk aversion parameter constant over time? : A multi-country study
Year of publication: |
2010
|
---|---|
Authors: | Das, Samarjit ; Sarkar, Nityananda |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 38.2010, 3, p. 605-617
|
Subject: | Bootstrap-Verfahren | Bootstrap approach | Risikoaversion | Risk aversion | ARCH-Modell | ARCH model | Monte-Carlo-Simulation | Monte Carlo simulation | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
-
Nonparametric test for volatility in clustered multiple time series
Barrios, Erniel B., (2024)
-
Li, Yanglin, (2024)
-
Improving fractional integration tests with bootstrap distributions
Andersson, Michael K., (2000)
- More ...
-
Time series - AN ARCH IN THE NONLINEAR MEAN (ARCH-NM) MODEL
Das, Samarjit, (2000)
-
Is the relative risk aversion parameter constant over time? A multi-country study
Das, Samarjit, (2010)
-
Price Convergence across Regions in India
Das, Samarjit, (2004)
- More ...