Asset Pricing Modeling and Estimation / by B.Philipp Kellerhals.

The modern field of asset pricing asks for sound pricing models grounded on the theory of financial economies a la Ingersoll (1987) as weIl as for accu­ rate estimation techniques a la Hamilton (1994b) when it comes to empirical inferences of the specified model. The idea behind this book on hand is...

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Bibliographic Details
Main Author: Kellerhals, B.Philipp (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2004.
Edition:2nd ed. 2004.
Series:Springer Finance,
Springer eBook Collection.
Subjects:
Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.