The shape of the risk premium : evidence from a semiparametric generalized autoregressive conditional heteroscedasticity model

Linton, Oliver; and Perron, B (2003) The shape of the risk premium : evidence from a semiparametric generalized autoregressive conditional heteroscedasticity model. Journal of Business and Economic Statistics, 21 (3). pp. 354-367. ISSN 0735-0015
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Item Type Article
Departments LSE
Date Deposited 27 Apr 2007
URI https://researchonline.lse.ac.uk/id/eprint/1565

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