Open AccessTesting Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns
Author(s) -
Stephen G. Cecchetti,
Poksang Lam,
Nelson C. Mark
Publication year - 1992
Language(s) - English
Resource type - Reports
DOI - 10.3386/t0124
Subject(s) - economics , substitution (logic) , volatility (finance) , econometrics , asset (computer security) , implied volatility , euler equations , financial economics , mathematics , computer science , mathematical analysis , computer security , programming language
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