Date: 1991
Type: Working Paper
A comparison of risk-premium forecasts implied by parametric versus nonparametric conditional mean estimators
Working Paper, EUI ECO, 1991/46
MCCURDY, Thomas H., STENGOS, Thanasis, A comparison of risk-premium forecasts implied by parametric versus nonparametric conditional mean estimators, EUI ECO, 1991/46 - https://hdl.handle.net/1814/385
Retrieved from Cadmus, EUI Research Repository
Additional information:
Digitised version produced by the EUI Library and made available online in 2020.
Cadmus permanent link: https://hdl.handle.net/1814/385
Series/Number: EUI ECO; 1991/46
Publisher: European University Institute
Published version part: http://hdl.handle.net/1814/17065
