Empirical asset pricing models : data, empirical verification, and model search /: data, empirical verification, and model search. (2018)
- Record Type:
- Book
- Title:
- Empirical asset pricing models : data, empirical verification, and model search /: data, empirical verification, and model search. (2018)
- Main Title:
- Empirical asset pricing models : data, empirical verification, and model search
- Further Information:
- Note: Jau-Lian Jeng.
- Authors:
- Jeng, Jau-Lian, 1955-
- Contents:
- Part I Asset Pricing Models: Discussions and StatisticalInferences1.Asset Pricing Models: Specification, Data and TheoreticalFoundation2. Statistical Inferences with Specification Tests3. Statistical Inferences with Model Selection CriteriaPart II The Alternative Methodology4.Finding Essential Variables in Empirical Asset PricingModels5. Hypothesis Testing with Model Search.
- Publisher Details:
- Basingstoke, Hampshire : Palgrave Macmillan
- Publication Date:
- 2018
- Extent:
- 1 online resource, illustrations (black and white)
- Subjects:
- 332.63222015118
Capital assets pricing model
Securities -- Mathematical models
Rate of return -- Mathematical models - Languages:
- English
- ISBNs:
- 9783319741925
- Related ISBNs:
- 9783319741918
- Notes:
- Note: Description based on CIP data; resource not viewed.
- Access Rights:
- Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
- Access Usage:
- Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library HMNTS - ELD.DS.367295
- Ingest File:
- 01_343.xml