The size of the permanent component of asset pricing kernels

The size of the permanent component of asset pricing kernels

Détails bibliographiques
Auteur principal: Alvarez, Fernando
Autres auteurs: Jermann, Urban J.
Format: Livre
Langue:English
Publié: Cambridge National Bureau of Economic Research 2001.
Collection:NBER working paper series no.8360
Sujets:
Bonds > Prices > Econometric models.
Securities > Prices > Econometric models.
Kernel Functions.