The size of the permanent component of asset pricing kernels

The size of the permanent component of asset pricing kernels

Dettagli Bibliografici
Autore principale: Alvarez, Fernando
Altri autori: Jermann, Urban J.
Natura: Libro
Lingua:English
Pubblicazione: Cambridge National Bureau of Economic Research 2001.
Serie:NBER working paper series no.8360
Soggetti:
Bonds > Prices > Econometric models.
Securities > Prices > Econometric models.
Kernel Functions.