Conditioning Information and Variance Bounds on Pricing Kernels with Higher-Order Moments: Theory and Evidence
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More about this item
Keywords
Financial markets; Market structure and pricing;JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CFN-2006-11-04 (Corporate Finance)
- NEP-ETS-2006-11-04 (Econometric Time Series)
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