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The shape of the risk premium : evidence from a semiparametric GARCH model
Perron, Benoit; Linton, Oliver - 2004
Persistent link: https://www.econbiz.de/10002815578
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The shape of the risk premium : evidence from a semiparametric generalized autoregressive conditional heteroscedasticity model
Linton, Oliver; Perron, Benoit - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 3, pp. 354-367
Persistent link: https://www.econbiz.de/10001785807
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The shape of the risk premium : evidence from a semiparametric GARCH model
Linton, Oliver; Perron, Benoit - 1999
Persistent link: https://www.econbiz.de/10001504846