Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth (Q5393923)
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scientific article; zbMATH DE number 5066855
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth |
scientific article; zbMATH DE number 5066855 |
Statements
Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth (English)
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24 October 2006
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pricing kernel
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stochastic discount factor
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permanent component
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unit roots
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