A comparison of risk-premium forecasts implied by parametric versus nonparametric conditional mean estimators

Thomas McCurdy and Thanasis Stengos

Journal of Econometrics, 1992, vol. 52, issue 1-2, 225-244

Date: 1992
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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:eee:econom:v:52:y:1992:i:1-2:p:225-244

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