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Semiparametric estimation of asset pricing kernel

✍ Scribed by Yang, Jun

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Efficient Estimation of Conditional Asse

✍ Hodgson, Douglas J; Vorkink, Keith P 📂 Article 📅 2003 🏛 American Statistical Association 🌐 English ⚖ 385 KB

Efficient Estimation of Conditional Asse

✍ Douglas J. Hodgson and Keith P. Vorkink 📂 Article 📅 2003 🏛 American Statistical Association 🌐 English ⚖ 575 KB

Kernel-based estimation of semiparametri

✍ Carlos Martins-Filho; Feng Yao 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 206 KB

A semiparametric estimation of liquidity

✍ Eva Ferreira; Mónica Gago; Gonzalo Rubio 📂 Article 📅 2003 🏛 Springer 🌐 English ⚖ 258 KB

Estimating Semiparametric ARCH(∞) Models

✍ O. Linton; E. Mammen 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 589 KB

Estimation and Evaluation of Conditional

✍ STEFAN NAGEL; KENNETH J. SINGLETON 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 567 KB