Examining heterogeneity in implied equity risk premium using penalized splines
| Year of publication: |
2008
|
|---|---|
| Authors: | Wegener, Michael ; Kauermann, Göran |
| Published in: |
AStA Advances in Statistical Analysis. - Springer. - Vol. 92.2008, 1, p. 35-56
|
| Publisher: |
Springer |
| Subject: | Equity risk premium | Penalized splines | Subject-specific curves | Linear mixed models | Nonparametric estimation |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005598065