Testing Monotonicity of Pricing Kernels
Year of publication: |
2017
|
---|---|
Authors: | Golubev, Yuri |
Other Persons: | Härdle, Wolfgang K. (contributor) ; Timofeev, Roman Vladimirovich (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Börsenkurs | Share price |
Extent: | 1 Online-Ressource (28 p) |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 7, 2008 erstellt |
Other identifiers: | 10.2139/ssrn.2894329 [DOI] |
Classification: | G12 - Asset Pricing ; C12 - Hypothesis Testing |
Source: | ECONIS - Online Catalogue of the ZBW |
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