The Present-Value Relation: Tests Based on Implied Variance Bounds (Q3923488): Difference between revisions
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Revision as of 21:43, 5 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Present-Value Relation: Tests Based on Implied Variance Bounds |
scientific article |
Statements
The Present-Value Relation: Tests Based on Implied Variance Bounds (English)
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1981
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variance bounds
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asset price dispersion
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large-sample tests
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present- value analysis
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aggregation error
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market efficiency
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