The size of the permanent component of asset pricing kernels

The size of the permanent component of asset pricing kernels

Detalles Bibliográficos
Autor Principal: Alvarez, Fernando
Outros autores: Jermann, Urban J.
Formato: Libro
Idioma:English
Publicado: Cambridge National Bureau of Economic Research 2001.
Series:NBER working paper series no.8360
Subjects:
Bonds > Prices > Econometric models.
Securities > Prices > Econometric models.
Kernel Functions.