ESTIMATING THE CONTINUOUS-TIME CONSUMPTION-BASED ASSET-PRICING MODEL

被引：92
|
作者：
GROSSMAN, SJ
MELINO, A
SHILLER, RJ
机构：
[1] UNIV TORONTO,DEPT ECON,TORONTO M5S 1A1,ONTARIO,CANADA
[2] YALE UNIV,COWLES COMMISS,NEW HAVEN,CT 06520
来源：
JOURNAL OF BUSINESS & ECONOMIC STATISTICS | 1987年 / 5卷 / 03期
关键词：
D O I：
10.2307/1391605
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
引用
收藏
页码：315 / 327
页数：13
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