Time Dependent Relative Risk Aversion

DOI10.1007/978-3-7908-2050-8_3zbMath1154.91503OpenAlexW1558254838MaRDI QIDQ3606094

Michael Handel, Enzo Giacomini, Wolfgang Karl Härdle

Publication date: 26 February 2009

Published in: Contributions to Economics (Search for Journal in Brave)

Full work available at URL: http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2006-020.pdf

Mathematics Subject Classification ID

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Cites Work

• The Pricing of Options and Corporate Liabilities
• Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
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• Taxes, Regulations, and the Value of U.S. and U.K. Corporations
• Statistics of financial markets. An introduction.
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