Regression based estimation of dynamic asset pricing models :: Tobias Adrian :: Centre for Economic Policy Research 2015 :: OBNB, the Open British National Bibliography

Publication Data

Title Regression based estimation of dynamic asset pricing models
Author Tobias Adrian
Contributors Richard K. Crump, Emanuel Mönch, Centre for Economic Policy Research
Publisher Centre for Economic Policy Research
Publication date 2015
Publication location London, UK
Language English

Descriptive Notes

"March 2015."
"Submitted 23 February 2015."

Topics

Capital assets pricing model
Assets (Accounting) :: Prices :: Econometric models
Regression analysis

Catalogue Data

OBNB ID GBB568973
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 53 pages
P1042 Includes bibliographical references.

Buy a copy

OBNB doesn't sell books, but you may be able to find a copy at one of these websites:

Regression based estimation of dynamic asset pricing models by Tobias Adrian. Published by Centre for Economic Policy Research in 2015. Publication and catalogue information, links to buy online and reader comments.