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

被引：376
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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