The size of the permanent component of asset pricing kernels

The size of the permanent component of asset pricing kernels

Bibliografski detalji
Glavni autor: Alvarez, Fernando
Daljnji autori: Jermann, Urban J.
Format: Knjiga
Jezik:English
Izdano: Cambridge National Bureau of Economic Research 2001.
Serija:NBER working paper series no.8360
Teme:
Bonds > Prices > Econometric models.
Securities > Prices > Econometric models.
Kernel Functions.