VARIANCE BOUNDS IN A SIMPLE-MODEL OF ASSET PRICING

[1] Box G.E.P., 1976, TIME SERIES ANAL

[2] BOX GEP, 1978, BIOMETRIKA, V65, P297

[3] BROCK WA, 1978, 7822 U CHIC CTR MATH

[4] BROCK WA, EC INFORMATION UNCER

[5] STOCHASTIC IMPLICATIONS OF THE LIFE CYCLE PERMANENT INCOME HYPOTHESIS - THEORY AND EVIDENCE [J]. JOURNAL OF POLITICAL ECONOMY, 1978, 86 (06) : 971 - 987

[6] THE PRESENT-VALUE RELATION - TESTS BASED ON IMPLIED VARIANCE BOUNDS [J]. ECONOMETRICA, 1981, 49 (03) : 555 - 574

[7] LEROY SF, 1981, J BUSINESS, V92, P535

[8] LeRoy StephenF., 1973, INT ECON REV, V14, P436, DOI [10.2307/2525932, DOI 10.2307/2525932]

[9] ASSET PRICES IN AN EXCHANGE ECONOMY [J]. ECONOMETRICA, 1978, 46 (06) : 1429 - 1445

[10] SHILLER RJ, 1981, AM ECON REV, V71, P421

[1] Box G.E.P., 1976, TIME SERIES ANAL

[2] BOX GEP, 1978, BIOMETRIKA, V65, P297

[3] BROCK WA, 1978, 7822 U CHIC CTR MATH

[4] BROCK WA, EC INFORMATION UNCER

[5] STOCHASTIC IMPLICATIONS OF THE LIFE CYCLE PERMANENT INCOME HYPOTHESIS - THEORY AND EVIDENCE [J]. JOURNAL OF POLITICAL ECONOMY, 1978, 86 (06) : 971 - 987

[6] THE PRESENT-VALUE RELATION - TESTS BASED ON IMPLIED VARIANCE BOUNDS [J]. ECONOMETRICA, 1981, 49 (03) : 555 - 574

[7] LEROY SF, 1981, J BUSINESS, V92, P535

[8] LeRoy StephenF., 1973, INT ECON REV, V14, P436, DOI [10.2307/2525932, DOI 10.2307/2525932]

[9] ASSET PRICES IN AN EXCHANGE ECONOMY [J]. ECONOMETRICA, 1978, 46 (06) : 1429 - 1445

[10] SHILLER RJ, 1981, AM ECON REV, V71, P421