The size of the permanent component of asset pricing kernels

The size of the permanent component of asset pricing kernels

Bibliographische Detailangaben
1. Verfasser: Alvarez, Fernando
Weitere Verfasser: Jermann, Urban J.
Format: Buch
Sprache:English
Veröffentlicht: Cambridge National Bureau of Economic Research 2001.
Schriftenreihe:NBER working paper series no.8360
Schlagworte:
Bonds > Prices > Econometric models.
Securities > Prices > Econometric models.
Kernel Functions.