A Comparison of Risk-Premium Forecasts implied by Parametric versus Nonparametric Conditional Mean Estimators

Thomas McCurdy and Thanasis Stengos

No 273244, Queen's Economics Department Working Papers from Queen's University - Department of Economics

Keywords: Financial; Economics (search for similar items in EconPapers)
Pages: 31
Date: 1991-05
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Related works:
Journal Article: A comparison of risk-premium forecasts implied by parametric versus nonparametric conditional mean estimators (1992)
Working Paper: A Comparison of Risk-Premium Forecasts implied by Parametric versus Nonparametric Conditional Mean Estimators (1991)
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Persistent link: https://EconPapers.repec.org/RePEc:ags:quedwp:273244

DOI: 10.22004/ag.econ.273244

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