The size of the permanent component of asset pricing kernels

The size of the permanent component of asset pricing kernels

Bibliografiska uppgifter
Huvudupphovsman: Alvarez, Fernando
Övriga upphovsmän: Jermann, Urban J.
Materialtyp: Bok
Språk:English
Publicerad: Cambridge National Bureau of Economic Research 2001.
Serie:NBER working paper series no.8360
Ämnen:
Bonds > Prices > Econometric models.
Securities > Prices > Econometric models.
Kernel Functions.