Examining heterogeneity in implied equity risk premium using penalized splines (Q732231)

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Examining heterogeneity in implied equity risk premium using penalized splines
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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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