Testing monotonicity of pricing kernels

AStA Advances in Statistical Analysis 2014 / 10 Vol. 98; Iss. 4

Testing monotonicity of pricing kernels

Golubev, Yuri, Härdle, Wolfgang K., Timofeev, Roman
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Volume:
98
Language:
english
Journal:
AStA Advances in Statistical Analysis
DOI:
10.1007/s10182-014-0225-5
Date:
October, 2014
File:
PDF, 595 KB
english, 2014
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