The size of the permanent component of asset pricing kernels

The size of the permanent component of asset pricing kernels

Opis bibliograficzny
1. autor: Alvarez, Fernando
Kolejni autorzy: Jermann, Urban J.
Format: Książka
Język:English
Wydane: Cambridge National Bureau of Economic Research 2001.
Seria:NBER working paper series no.8360
Hasła przedmiotowe:
Bonds > Prices > Econometric models.
Securities > Prices > Econometric models.
Kernel Functions.