This paper describes the use of CAPM and APT models in stock exchange analysis. The comparative study of the models … reveals their advantages and disadvantages. The authors present the mathematical base of the models, the dataset used for the …

Models of Dynamic Linear Economies, Lars Peter Hansen and Thomas Sargent use these tools to create a class of econometrically … tractable models of prices and quantities. They present examples from microeconomics, macroeconomics, and asset pricing. The … models are cast in terms of a representative consumer. While Hansen and Sargent demonstrate the analytical benefits acquired …

technical change, models of technological evolution, and models of organizational dynamics and innovation. Topics covered … managing high-technology businesses. The emphasis throughout is on the development and application of conceptual models which …

analysts need to apply these latest theoretical models and empirical techniques. The authors' emphasis throughout is on time … series econometrics. DeJong and Dave detail methods available for solving dynamic structural models and casting solutions in … the form of statistical models with empirical implications that may be analyzed either analytically or numerically. They …

analysts need to apply these latest theoretical models and empirical techniques. The authors' emphasis throughout is on time … series econometrics. DeJong and Dave detail methods available for solving dynamic structural models and casting solutions in … the form of statistical models with empirical implications that may be analyzed either analytically or numerically. They …

/covariance models and find that no model has consistently outperformed the others. We also show that it is possible to increase the …