Book Library

Econometric Evaluation of Asset Pricing Models

2,758 views

Author: Lars Peter Hansen

Publisher: Forgotten Books

Year Printed: 2012

Edition: First

Printing: First

Buy from Amazon

Pages: 63

Height: 9 inches

Width: 6 inches

Notes:
A paper in which the author provides econometric tols for the evaluation of intertemporal asset pricing models using specification-error and volatility bounds.
Images:

Assessment of Asset Pricing Models, CAPM, Capital Asset Pricing Model