Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns
Year of publication: |
July 1992
|
---|---|
Authors: | Cecchetti, Stephen G. |
Other Persons: | Mark, Nelson C. (contributor) ; Lam, Pok-sang (contributor) |
Institutions: | National Bureau of Economic Research (contributor) |
Publisher: |
Cambridge, Mass : National Bureau of Economic Research |
Subject: | Theorie | Theory | Kapitaleinkommen | Capital income | Volatilität | Volatility | CAPM | Portfolio-Management | Portfolio selection | Schätzung | Estimation |
Extent: | 1 Online-Ressource |
---|---|
Series: | NBER technical working paper series ; no. t0124 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Mode of access: World Wide Web System requirements: Adobe [Acrobat] Reader required for PDF files Hardcopy version available to institutional subscribers. |
Other identifiers: | 10.3386/t0124 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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