Asset pricing with observable stochastic discount factors
Peter Smith and Michael Wickens
| Year of publication: |
2003
|
|---|---|
| Authors: | Smith, Peter N. ; Wickens, Michael R. |
| Published in: |
Contributions to financial econometrics : theoretical and practical issues. - Oxford [u.a.] : Blackwell, ISBN 1-4051-0743-X. - 2003, p. 161-210
|
| Subject: | GARCH | CAPM | Zinsstruktur | Yield curve | Diskontierung | Discounting | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001932664