Estimating Portfolio and Consumption Choice: A Conditional Euler Equations Approach

Author:

Brandt Michael W.1

Affiliation:

1. The Wharton School; University of Pennsylvania

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference50 articles.

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2. Investing for the long run when returns are predictable;Barberis;Journal of Finance,1999

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4. ARCH modeling in finance: A review of the theory and empirical evidence;Bollerslev;Journal of Econometrics,1992

5. Bosq , Denis 1988 Prévision non paramétrique d'un processus stationaire non boré, Working paper University of Paris

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