Testing monotonicity of pricing kernels

Yuri Golubev, Wolfgang K. Härdle, Roman Timofeev

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DOI: 10.1007/s10182-014-0225-5
Published: 2014-03-12
Container: AStA Advances in Statistical Analysis
Publisher: Springer Science and Business Media LLC
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.1007/s10182-014-0225-5,
  title = {Testing monotonicity of pricing kernels},
  author = {Yuri Golubev and Wolfgang K. Härdle and Roman Timofeev},
  year = {2014},
  journal = {AStA Advances in Statistical Analysis},
  doi = {10.1007/s10182-014-0225-5},
  url = {https://doi.org/10.1007/s10182-014-0225-5}
}

RIS

TY  - JOUR
TI  - Testing monotonicity of pricing kernels
AU  - Yuri Golubev
AU  - Wolfgang K. Härdle
AU  - Roman Timofeev
PY  - 2014
JO  - AStA Advances in Statistical Analysis
DO  - 10.1007/s10182-014-0225-5
UR  - https://doi.org/10.1007/s10182-014-0225-5
ER  -

APA

Golubev, Y., Härdle, W. K., & Timofeev, R. (2014). Testing monotonicity of pricing kernels. AStA Advances in Statistical Analysis. https://doi.org/10.1007/s10182-014-0225-5

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crossref · retrieved 2026-11-05T09:20:15.794Z