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
Nyckelord: Finance, Risk Management, Capital Markets, Investment Appraisal
- Författare
- Jeng, Jau-Lian
- Utgivare
- Springer
- Utgivningsår
- 2018
- Språk
- en
- Utgåva
- 1
- Sidantal
- 16 sidor
- Kategori
- Ekonomisk
- Format
- E-bok
- eISBN (PDF)
- 9783319741925
- Tryckt ISBN
- 978-3-319-74191-8
