The size of the permanent component of asset pricing kernels

The size of the permanent component of asset pricing kernels

Bibliographic Details
Main Author: Alvarez, Fernando
Other Authors: Jermann, Urban J.
Format: Book
Language:English
Published: 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.