A comparison of risk-premium forecasts implied by parametric versus nonparametric conditional mean estimators
By: by Thomas H. McCurdy and Thansis [i.e. Thanasis] Stengos
Contributors: Stengos, Thanasis; Queen's University (Kingston, Ont.). Institute for Economic Research
Edition: Rev. May 1991.
Series: Discussion paper -- #843; Discussion paper (Queen's University (Kingston, Ont.). Institute for Economic Research) -- no. 843.
Publisher: Institute for Economic Research, Queen's University
Published: 1991
Place of publication: Kingston, Ont
Language: eng
Number of pages: 17
Notes: Includes bibliographical references: p. 15-17.

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