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1 Ergebnisse
1
Testing Volatility Restrictions on Intertemporal Marginal R..:
Cecchetti, Stephen G.
;
Lam, Pok-Sang
;
Mark, Nelson C.
The Journal of Finance. 49 (1994) 1 - p. 123-152 , 1994
Link:
https://www.jstor.org/stable/2329138
RT Journal T1
Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns
UL https://suche.suub.uni-bremen.de/peid=jstor-2329138&Exemplar=1&LAN=DE A1 Cecchetti, Stephen G. A1 Lam, Pok-Sang A1 Mark, Nelson C. PB American Finance Association YR 1994 SN 0022-1082 SN 1540-6261 K1 Mathematics K1 Applied mathematics K1 Statistics K1 Applied statistics K1 Descriptive statistics K1 Statistical distributions K1 Normal distribution curve K1 Standard deviation K1 Economics K1 Economic disciplines K1 Financial economics K1 Finance K1 Financial instruments K1 Financial securities K1 Financial bonds K1 Government bonds K1 Treasury bills K1 Applied sciences K1 Engineering K1 Systems engineering K1 Reliability engineering K1 Durability K1 Microeconomics K1 Economic utility K1 Utility functions K1 Statistical results K1 Errors in statistics K1 Standard error K1 Information science K1 Data products K1 Datasets K1 Inferential statistics K1 Statistical estimation K1 Estimation methods K1 Business K1 Business operations K1 Commerce K1 Pricing K1 Price volatility K1 Consumer economics K1 Consumption K1 Pure mathematics K1 Linear algebra K1 Matrix theory K1 Matrices K1 Covariance matrices JF The Journal of Finance VO 49 IS 1 SP 123 OP 152 LK http://dx.doi.org/https://www.jstor.org/stable/2329138 DO https://www.jstor.org/stable/2329138 SF ELIB - SuUB Bremen
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