"Using Conditional Moments of Asset Returns to Infer the Volatility of Intertemporal Marginal Rates of Substitution"
Publication
, Journal Article
Tauchen, G; Gallant, AR; Hansen, LP
Published in: Journal of Econometrics
1990
Duke Scholars
Published In
Journal of Econometrics
Publication Date
1990
Volume
45
Issue
112
Start / End Page
141 / 180
Related Subject Headings
- Econometrics
- 1403 Econometrics
- 1402 Applied Economics
- 0104 Statistics
Citation
APA
Chicago
ICMJE
MLA
NLM
Tauchen, G., Gallant, A. R., & Hansen, L. P. (1990). "Using Conditional Moments of Asset Returns to Infer the Volatility of Intertemporal Marginal Rates of Substitution". Journal of Econometrics, 45(112), 141–180.
Tauchen, G., A. R. Gallant, and L. P. Hansen. “"Using Conditional Moments of Asset Returns to Infer the Volatility of Intertemporal Marginal Rates of Substitution".” Journal of Econometrics 45, no. 112 (1990): 141–80.
Tauchen G, Gallant AR, Hansen LP. "Using Conditional Moments of Asset Returns to Infer the Volatility of Intertemporal Marginal Rates of Substitution". Journal of Econometrics. 1990;45(112):141–80.
Tauchen, G., et al. “"Using Conditional Moments of Asset Returns to Infer the Volatility of Intertemporal Marginal Rates of Substitution".” Journal of Econometrics, vol. 45, no. 112, 1990, pp. 141–80.
Tauchen G, Gallant AR, Hansen LP. "Using Conditional Moments of Asset Returns to Infer the Volatility of Intertemporal Marginal Rates of Substitution". Journal of Econometrics. 1990;45(112):141–180.
Published In
Journal of Econometrics
Publication Date
1990
Volume
45
Issue
112
Start / End Page
141 / 180
Related Subject Headings
- Econometrics
- 1403 Econometrics
- 1402 Applied Economics
- 0104 Statistics