Key Features:Explains how structural theory of asset pricing links asset space and pricing spaceProvides a refreshingly novel and systematic explanation of the equity premium puzzleOffers methods of decomposition and synthesization of asset models.

Power law or generalized polynomial regressions with unknown real-valued exponents and coefficients, and weakly dependent errors, are considered for observations over time, space or space-time. Consistency and asymptotic normality of nonlinear least squares estimates of the parameters are...