The size of the permanent component of asset pricing kernels

The size of the permanent component of asset pricing kernels

Sonraí bibleagrafaíochta
Príomhchruthaitheoir: Alvarez, Fernando
Rannpháirtithe: Jermann, Urban J.
Formáid: LEABHAR
Teanga:English
Foilsithe / Cruthaithe: Cambridge National Bureau of Economic Research 2001.
Sraith:NBER working paper series no.8360
Ábhair:
Bonds > Prices > Econometric models.
Securities > Prices > Econometric models.
Kernel Functions.