Related Books

Tests of Conditional Asset Pricing Models
Language: en
Pages: 206
Authors: Jing Wang
Categories: Capital assets pricing model
Type: BOOK - Published: 1998 - Publisher:

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Tests of Conditional Asset Pricing Models
Language: en
Pages: 103
Authors: Ching Wang
Categories: Capital assets pricing model
Type: BOOK - Published: 2001 - Publisher:

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A Dynamic Test of Conditional Asset Pricing Models
Language: en
Pages: 42
Authors: Daniele Bianchi
Categories:
Type: BOOK - Published: 2019 - Publisher:

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I use Bayesian tools to develop a dynamic testing methodology for conditional factor pricing models, in which time-varying betas, idiosyncratic risks, and facto
Tests of Conditional Asset Pricing Models on Finnish Stock Return Data Using Latent Variables
Language: en
Pages: 15
Authors: Mats Hansson
Categories: Capital assets pricing model
Type: BOOK - Published: 1996 - Publisher:

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Testing Conditional Asset Pricing Models Using a Markov Chain Monte Carlo Approach
Language: en
Pages: 41
Authors: Manuel Ammann
Categories:
Type: BOOK - Published: 2014 - Publisher:

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We propose a new approach for the estimation of conditional asset pricing models based on a Markov Chain Monte Carlo (MCMC) approach. In contrast to existing ap