The size of the permanent component of asset pricing kernels

The size of the permanent component of asset pricing kernels

Manylion Llyfryddiaeth
Prif Awdur: Alvarez, Fernando
Awduron Eraill: Jermann, Urban J.
Fformat: Llyfr
Iaith:English
Cyhoeddwyd: Cambridge National Bureau of Economic Research 2001.
Cyfres:NBER working paper series no.8360
Pynciau:
Bonds > Prices > Econometric models.
Securities > Prices > Econometric models.
Kernel Functions.