Scholars@Duke
Ravi Bansal

Ravi Bansal

J.B. Fuqua Distinguished Professor of Business Administration
Fuqua School of Business
ravi.bansal@duke.edu
Box 90120, Durham, NC 27708-0120
216F Fuqua Sch of Bus, Durham, NC 27708

Scholarly Works - Scholarly editions

Risks for the long run: Estimation with time aggregation

Scholarly edition · September 1, 2016 The discrepancy between the decision and data-sampling intervals, known as time aggregation, confounds the identification of long-, short-run growth, and volatility risks in asset prices. This paper develops a method to simultaneously estimate the model pa ... Full text Cite