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Estimating the Continuous-Time Consumption-Based Asset-Pricing Model
Home
Publications
Estimating the Continuous-Time Consumption-Based Asset-Pricing Model
Estimating the Continuous-Time Consumption-Based Asset-Pricing Model
SG
S. J. Grossman
S. J. Grossman
AM
A. Melino
A. Melino
RS
R. J. Shiller
R. J. Shiller
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1 July 1987
journal article
Published by
JSTOR
in
Journal of Business & Economic Statistics
Vol. 5
(3)
,
315
https://doi.org/10.2307/1391605
Abstract
No abstract available
Keywords
BASED ASSET
CONSUMPTION BASED
TIME CONSUMPTION
ASSET PRICING
CONTINUOUS TIME
PRICING MODEL
Cited by 60 articles