Testing Monotonicity of Pricing Kernels
Year of publication: |
2007-10-10
|
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Authors: | Golubev, Yuri ; Härdle, Wolfgang ; Timonfeev, Roman |
Institutions: | Sonderforschungsbereich Ökonomisches Risiko <Berlin> |
Subject: | Risikoverhalten | Unsicherheit |
Extent: | 727040 bytes 28 p. application/pdf |
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Series: | Diskussionspapier ; 2008-001 |
Type of publication: | Book / Working Paper |
Language: | English |
ISSN: | 1860-5664 |
Classification: | C12 - Hypothesis Testing ; G12 - Asset Pricing ; Corporate finance and investment policy. Other aspects ; Individual Working Papers, Preprints ; Germany. General Resources |
Source: | USB Cologne (business full texts) |
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