The size of the permanent component of asset pricing kernels

The size of the permanent component of asset pricing kernels

Bibliografiske detaljer
Hovedforfatter: Alvarez, Fernando
Andre forfattere: Jermann, Urban J.
Format: Bog
Sprog:English
Udgivet: Cambridge National Bureau of Economic Research 2001.
Serier:NBER working paper series no.8360
Fag:
Bonds > Prices > Econometric models.
Securities > Prices > Econometric models.
Kernel Functions.