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 & economic statistics, 21 (3). pp. 354-367. ISSN 0735-0015

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Item Type:	Article
Sets:	Collections > Economists Online
Rights:	http://www.lse.ac.uk/library/rights/LSERO.htm
URL:	http://eprints.lse.ac.uk/1565/

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