A comparison of risk-premium forecasts implied by parametric versus nonparametric conditional mean estimators
| Year of publication: |
1992
|
|---|---|
| Authors: | McCurdy, Thomas H. ; Stengos, Thanasis |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 52.1992, 1-2, p. 225-244
|
| Publisher: |
Elsevier |