Asset returns and state-dependent risk preferences

Journal of Business and Economic Statistics

Volumn 22, Issue 3, 2004, Pages 241-252

  Gordon, Stephen ^a   St Amour, Pascal ^b  

^a UNIVERSITÉ LAVAL   (Canada)

^b HEC MONTRÉAL   (Canada)

Author keywords

Asset pricing puzzle; Bayesian analysis; Continuous time estimation; Markov chain Monte Carlo

Indexed keywords

EID: 3142772885     PISSN: 07350015     EISSN: None     Source Type: Journal    
DOI: 10.1198/073500104000000127     Document Type: Article

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