THE ROLE OF CONDITIONING INFORMATION IN DEDUCING TESTABLE RESTRICTIONS IMPLIED BY DYNAMIC ASSET PRICING-MODELS

被引：373

作者：

HANSEN, LP ^{[1
]}

RICHARD, SF ^{[1
]}

机构：

[1] CARNEGIE MELLON UNIV, GRAD SCH IND ADM, PITTSBURGH, PA 15213 USA

来源：

ECONOMETRICA | 1987年 / 55卷 / 03期

关键词：

D O I：

10.2307/1913601

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

收藏

页码：587 / 613

页数：27

相关论文

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