The forward premium puzzle in a model of imperfect information (Q1934799)
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scientific article; zbMATH DE number 6132404
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The forward premium puzzle in a model of imperfect information |
scientific article; zbMATH DE number 6132404 |
Statements
The forward premium puzzle in a model of imperfect information (English)
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29 January 2013
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forward premium puzzle
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imperfect information
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Kalman filter
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fixed effects
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conditional heteroskedasticity
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0.88651454
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0.88590765
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0.8820438
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0.8718789
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0.8672922
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0.8444586
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