Publikationer
Evaluating a nonlinear asset pricing model on international data
Avdelning/ar:
Publiceringsår: 2006
Språk: Engelska
Publikation/Tidskrift/Serie: Working Papers, Department of Economics, Lund University
Nummer: 5
Dokumenttyp: Working paper
Förlag: Department of Economics, Lund University
Sammanfattning
Disputation
Nyckelord
- Business and Economics
- nonlinear asset pricing
- international markets
- Hansen and Jagannathan distance
- value effect
Övrigt
Published
