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

页码：315 / 327

页数：13

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