Assessing Misspecifications in Asset Pricing Models with Nonlinear Projections of Pricing Kernels
Year of publication: |
2011
|
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Authors: | Almeida, Caio |
Other Persons: | Garcia, René (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | CAPM | Optionspreistheorie | Option pricing theory | Kapitalmarkttheorie | Financial economics | Modellierung | Scientific modelling |
Extent: | 1 Online-Ressource (49 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 14, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1785404 [DOI] |
Classification: | C1 - Econometric and Statistical Methods: General ; C5 - Econometric Modeling ; G1 - General Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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