"Using Conditional Moments of Asset Returns to Infer the Volatility of Intertemporal Marginal Rates of Substitution"

Published

Journal Article (Academic article)

Duke Authors

Cited Authors

  • Tauchen, G; Gallant, AR; Hansen, LP

Published Date

  • 1990

Published In

  • Journal of Econometrics

Volume / Issue

  • 45 / 112

Start / End Page

  • 141 - 180