Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution
Year of publication: |
1990
|
---|---|
Authors: | Gallant, A. Ronald ; Hansen, Lars Peter ; Tauchen, George |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 45.1990, 1-2, p. 141-179
|
Publisher: |
Elsevier |
Saved in:
Online Resource
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