Shape Invariant Modeling of Pricing Kernels and Risk Aversion

Maria Grith, WK Härdle, J Park

Research output: Contribution to journal › Article › Academic › peer-review

18 Citations (Scopus)

Original language	English
Pages (from-to)	370-399
Number of pages	30
Journal	Journal of Financial Econometrics
Volume	11
Issue number	2
DOIs	https://doi.org/10.1093/jjfinec/nbs019
Publication status	Published - 2013
Externally published	Yes

Access to Document

@article{b3bcfd02ef974b6d8594d934b510b1d4,

title = "Shape Invariant Modeling of Pricing Kernels and Risk Aversion",

author = "Maria Grith and WK H{\"a}rdle and J Park",

year = "2013",

doi = "10.1093/jjfinec/nbs019",

language = "English",

volume = "11",

pages = "370--399",

journal = "Journal of Financial Econometrics",

issn = "1479-8409",

publisher = "Oxford University Press",

number = "2",

}