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

Linton, O. & 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), 354-367.
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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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