The size of the permanent component of asset pricing kernels

The size of the permanent component of asset pricing kernels

Detalhes bibliográficos
Autor principal: Alvarez, Fernando
Outros Autores: Jermann, Urban J.
Formato: Livro
Idioma:English
Publicado em: Cambridge National Bureau of Economic Research 2001.
Colecção:NBER working paper series no.8360
Assuntos:
Bonds > Prices > Econometric models.
Securities > Prices > Econometric models.
Kernel Functions.