Asset Prices in a Time Series Model with Disparately Informed, Competative Traders
Year of publication: |
[2021]
|
---|---|
Authors: | Singleton, Kenneth J. |
Publisher: |
[S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (44 p) |
---|---|
Series: | NBER Working Paper ; No. w1897 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 1986 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Jern, Benny, (1994)
-
Tests for market model instability : an empirical comparison of tests using recursive residuals
Knif, Johan, (1988)
-
Malkamäki, Markku, (1992)
- More ...
-
Expectation Puzzles, Time-varying Risk Premia, and Dynamic Models of the Term Structure
Dai, Qiang, (2001)
-
Efficient Estimation of Linear Asset Pricing Models with Moving-Average Errors
Hansen, Lars Peter, (1997)
-
Singleton, Kenneth J.,
- More ...