The size of the permanent component of asset pricing kernels

The size of the permanent component of asset pricing kernels

Podrobná bibliografie
Hlavní autor: Alvarez, Fernando
Další autoři: Jermann, Urban J.
Médium: Kniha
Jazyk:English
Vydáno: Cambridge National Bureau of Economic Research 2001.
Edice:NBER working paper series no.8360
Témata:
Bonds > Prices > Econometric models.
Securities > Prices > Econometric models.
Kernel Functions.