Econometric evaluation of asset pricing models
Year of publication: |
1996
|
---|---|
Authors: | Ferson, Wayne E. |
Other Persons: | Jagannathan, Ravi (contributor) |
Published in: |
Statistical methods in finance. - Amsterdam [u.a.] : Elsevier, ISBN 0-444-81964-9. - 1996, p. 1-33
|
Subject: | CAPM | Ökonometrie | Econometrics | Theorie | Theory |
-
Statistical methods in finance
Maddala, Gangadharrao S., (1996)
-
Econometric models of option pricing errors
Renault, Eric, (1997)
-
Stable paretian models in finance
Račev, Svetlozar T., (2000)
- More ...
-
Econometric evaluation of asset pricing models
Ferson, Wayne E., (1996)
-
Econometric evaluation of asset pricing models
Ferson, Wayne E., (1996)
-
Estimating the Cost of Capital Through Time: An Analysis of the Sources of Error
Ferson, Wayne E., (1998)
- More ...