Examining heterogeneity in implied equity risk premium using penalized splines (Q732231)
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scientific article; zbMATH DE number 5612730
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| English | Examining heterogeneity in implied equity risk premium using penalized splines |
scientific article; zbMATH DE number 5612730 |
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Examining heterogeneity in implied equity risk premium using penalized splines (English)
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9 October 2009
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equity risk premium
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penalized splines
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subject-specific curves
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linear mixed models
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nonparametric estimation
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0.6876554489135742
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0.6860124468803406
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0.6766870021820068
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0.6765123009681702
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0.6607835292816162
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