Measuring risk aversion from excess returns on a stock index

Authors
Ray Chou Robert F. Engle Alex Kane
Citation
Ray Chou et al., Measuring risk aversion from excess returns on a stock index, Journal of econometrics, 52(1-2), 1992, pp. 201
Journal title
Journal of econometrics → ACNP
ISSN journal
03044076
Volume
52
Issue
1-2
Year of publication
1992
Database
ICR
SICI code
0304-4076(1992)52:1-2<201:MRAFER>2.0.ZU;2-M