A reexamination of the equity-premium puzzle: A robust non-parametric approach
| Year of publication: |
2006-01
|
|---|---|
| Authors: | Maasoumi, Esfandiar ; Lim, G.C. ; Martin, Vance |
| Institutions: | Southern Methodist University, Department of Economics |
| Subject: | Equity-premium puzzle | Stochastic dominance | Non-parametric | Subsampling | Recentered bootstraps | Higher 23 order moments |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Number 0604 26 pages |
| Classification: | F18 - Trade and Environment ; Q4 - Energy |
| Source: |
Persistent link: https://www.econbiz.de/10005773589