"Estimating the Continuous Time Consumption Based Asset Pricing Model" by Sanford J. Grossman, Angelo Melino et al.

Skip to main content

Centre for the Study of International Economic Relations Working Papers

Title

Estimating the Continuous Time Consumption Based Asset Pricing Model

Authors

Sanford J. Grossman
Angelo Melino
Robert J. Shiller

Document Type

Working Paper

Publication Date

1985

Number

8513C

Included in

Economics Commons

COinS