ECONOMETRIC ASPECTS OF THE VARIANCE-BOUNDS TESTS - A SURVEY

成果类型：

Article

署名作者：

GILLES, C; LEROY, SF

署名单位：

University of Minnesota System; University of Minnesota Twin Cities

刊物名称：

REVIEW OF FINANCIAL STUDIES

ISSN/ISSBN：

0893-9454

DOI：

10.1093/rfs/4.4.753

发表日期：

1991

页码：

753

关键词：

stock-market prices expectations models equity premium term structure risk-aversion asset prices volatility variability rationality EFFICIENCY