Structural asset pricing theory with wavelets
Year of publication: |
2019
|
---|---|
Authors: | Housworth, Elizabeth Ann ; Walker, Todd B. ; Xu, Chen |
Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 19.2019, 10, p. 1659-1672
|
Subject: | Asset pricing | Wavelets | Zustandsraummodell | State space model | CAPM | Kapitalmarkttheorie | Financial economics |
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