Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution

A-Tier
Journal: Journal of Econometrics
Year: 1990
Volume: 45
Issue: 1-2
Pages: 141-179

Authors (3)

Gallant, A. Ronald (Pennsylvania State University) Hansen, Lars Peter (University of Chicago) Tauchen, George (Duke University)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:eee:econom:v:45:y:1990:i:1-2:p:141-179
Journal Field
Econometrics
Author Count
3
Added to Database
2026-01-25