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Variance Bounds in a Simple Model of Asset Pricing

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Author Info
Michener, Ronald W
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Article provided by University of Chicago Press in its journal Journal of Political Economy.

Volume (Year): 90 (1982)
Issue (Month): 1 (February)
Pages: 166-75
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Handle: RePEc:ucp:jpolec:v:90:y:1982:i:1:p:166-75

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  1. Gary S. Shea, 1985. "Long memory models of interest rates, the term structure, and variance bounds tests," International Finance Discussion Papers 258, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  2. Stephen G. Cecchetti & Pok-sang Lam & Nelson C. Mark, 1990. "Mean Reversion in Equilibrium Asset Prices," NBER Working Papers 2762, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  3. Andrew B. Abel, 1989. "Stock Prices Under Time-Varying Dividend Risk: An Exact Solution In An Infinite-Horizon General Equilibrium Model," NBER Working Papers 2621, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  4. Shmuel Kandel & Robert F. Stambaugh, 1991. "Asset Returns and Intertemporal Preferences," NBER Working Papers 3633, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  5. Enrique Sentana, 1993. "The econometrics of the stock market I: rationality tests," Investigaciones Economicas, Fundación SEPI, vol. 17(3), pages 401-420, September. [Downloadable!]
  6. N. Gregory Mankiw & David Romer & Matthew D. Shapiro, 1985. "An Unbiased Reexamination of Stock Market Volatility," Cowles Foundation Discussion Papers 758, Cowles Foundation, Yale University. [Downloadable!]
    Other versions:
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