Open AccessAn Empirical Investigation of Consumption-Based Asset Pricing Models with Stochastic Habit Formation
Author(s) -
Qiang Dai,
Olesya V. Grishchenko
Publication year - 2011
Publication title -
finance and economics discussion series
Language(s) - English
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2011.47
Subject(s) - econometrics , habit , economics , capital asset pricing model , consumption (sociology) , stochastic discount factor , autocorrelation , mathematics , statistics , psychology , social science , sociology , psychotherapist