Author： Bams D. Schotman P.C.
Publisher： Elsevier
ISSN： 0304-4076
Source： Journal of Econometrics, Vol.117, Iss.1, 2003-11, pp. : 179-206
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Related content
Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks
THE JOURNAL OF FINANCE, Vol. 69, Iss. 3, 2014-06 ,pp. :
Access to resources
Recommend
Systematic risk estimation in symmetric models
By Paula Gilberto Cysneiros Francisco Jose
Applied Economics Letters, Vol. 16, Iss. 2, 2009-02 ,pp. :
Estimation of risk-neutral densities using positive convolution approximation
Journal of Econometrics, Vol. 116, Iss. 1, 2003-09 ,pp. :