Empirical Asset Pricing Models
-15%
portes grátis
Empirical Asset Pricing Models
Data, Empirical Verification, and Model Search
Jeng, Jau-Lian
Springer International Publishing AG
03/2018
268
Dura
Inglês
9783319741918
15 a 20 dias
4703
Descrição não disponível.
Part I Asset Pricing Models: Discussions and Statistical Inferences.- 1. Asset Pricing Models: Specification, Data and Theoretical Foundation.- 2. Statistical Inferences with Specification Tests.- 3. Statistical Inferences with Model Selection Criteria.- Part II The Alternative Methodology. - 4. Finding Essential Variables in Empirical Asset Pricing Models.- 5. Hypothesis Testing with Model Search.
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forecastability;diversifiability;dimensionality.;kernel;measurability;asset pricing;risk management;financial models;investing
Part I Asset Pricing Models: Discussions and Statistical Inferences.- 1. Asset Pricing Models: Specification, Data and Theoretical Foundation.- 2. Statistical Inferences with Specification Tests.- 3. Statistical Inferences with Model Selection Criteria.- Part II The Alternative Methodology. - 4. Finding Essential Variables in Empirical Asset Pricing Models.- 5. Hypothesis Testing with Model Search.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
