Browsing by Duke-affiliated Author "Bansal, Ravi"

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  • Bansal, Ravi; Gallant, A. Ronald; Tauchen, George (SSRN eLibrary, 1999)
    estimates and examines the empirical plausibility of asset pricing models that attempt to explain features of financial markets such as the size of the equity premium and the volatility of the stock market. In one model, ...