Is the relative risk aversion parameter constant over time? A multi-country study
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Nagayasu, Jun, 2012.
"The threshold consumption correlation-based approach to international capital mobility: Evidence from advanced and developing countries,"
Structural Change and Economic Dynamics,
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- Liu, Dehong & Gu, Hongmei & Lung, Peter, 2016. "The equity mispricing: Evidence from China's stock market," Pacific-Basin Finance Journal, Elsevier, vol. 39(C), pages 211-223.
More about this item
KeywordsBootstrap; Information matrix test; Parameter constancy; Relative risk aversion and ARCH-M; C10; C15;
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
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