The size of the permanent component of asset pricing kernels

The size of the permanent component of asset pricing kernels

Detaylı Bibliyografya
Yazar: Alvarez, Fernando
Diğer Yazarlar: Jermann, Urban J.
Materyal Türü: Kitap
Dil:English
Baskı/Yayın Bilgisi: Cambridge National Bureau of Economic Research 2001.
Seri Bilgileri:NBER working paper series no.8360
Konular:
Bonds > Prices > Econometric models.
Securities > Prices > Econometric models.
Kernel Functions.