The size of the permanent component of asset pricing kernels

The size of the permanent component of asset pricing kernels

Xehetasun bibliografikoak
Egile nagusia: Alvarez, Fernando
Beste egile batzuk: Jermann, Urban J.
Formatua: Liburua
Hizkuntza:English
Argitaratua: Cambridge National Bureau of Economic Research 2001.
Saila:NBER working paper series no.8360
Gaiak:
Bonds > Prices > Econometric models.
Securities > Prices > Econometric models.
Kernel Functions.