Jeng, Jau-Lian
Empirical Asset Pricing Models
Table of contents
Part I. Asset Pricing Models: Discussions and Statistical Inferences
1. Asset Pricing Models: Specification, Data and Theoretical Foundation
Jau-Lian Jeng
2. Statistical Inferences with Specification Tests
Jau-Lian Jeng
3. Statistical Inferences with Model Selection Criteria
Jau-Lian Jeng
Part II. The Alternative Methodology
4. Finding Essential Variables in Empirical Asset Pricing Models
Jau-Lian Jeng
5. Hypothesis Testing with Model Search
Jau-Lian Jeng
Avainsanat: Finance, Risk Management, Capital Markets, Investment Appraisal
- Tekijä(t)
- Jeng, Jau-Lian
- Julkaisija
- Springer
- Julkaisuvuosi
- 2018
- Kieli
- en
- Painos
- 1
- Sivumäärä
- 16 sivua
- Kategoria
- Talous
- Tiedostomuoto
- E-kirja
- eISBN (PDF)
- 9783319741925
- Painetun ISBN
- 978-3-319-74191-8
