The asymptotic variance of the risk premium estimator, proposed by Necir et al. (2007), is revised, by using the right asymptotic approximation of the uniform empirical quantile process.View full textDownload full textRelated var addthis_config = { ui_cobrand: "Taylor & Francis Online", services_compact: "citeulike,netvibes,twitter,technorati,delicious,linkedin,facebook,stumbleupon,digg,google,more", pubid: "ra-4dff56cd6bb1830b" }; Add to shortlist Link Permalink http://dx.doi.org/10.1080/03461238.2010.507927
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