Regression-based estimation of dynamic asset pricing models
We propose regression-based estimators for beta representations of dynamic asset pricing
models with an affine pricing kernel specification. We allow for state variables that are cross …
models with an affine pricing kernel specification. We allow for state variables that are cross …
[PDF][PDF] Regression-Based Estimation of Dynamic Asset Pricing Models
T Adrian, RK Crump, E Moench - 2011 - scholar.archive.org
We propose regression-based estimators for beta representations of dynamic asset pricing
models with an affine pricing kernel specification. We allow for state variables that are cross …
models with an affine pricing kernel specification. We allow for state variables that are cross …
Regression-based estimation of dynamic asset pricing models
T Adrian, RK Crump, E Moench - 2011 - ideas.repec.org
We propose regression-based estimators for beta representations of dynamic asset pricing
models with an affine pricing kernel specification. We allow for state variables that are cross …
models with an affine pricing kernel specification. We allow for state variables that are cross …
Regression-based estimation of dynamic asset pricing models
T Adrian, RK Crump, E Moench - Journal of Financial Economics, 2015 - infona.pl
We propose regression-based estimators for beta representations of dynamic asset pricing
models with an affine pricing kernel specification. We allow for state variables that are cross …
models with an affine pricing kernel specification. We allow for state variables that are cross …
Regression-Based Estimation of Dynamic Asset Pricing Models
T Adrian, RK Crump, E Moench - FRB of New York Staff Report, 2014 - papers.ssrn.com
We propose regression-based estimators for beta representations of dynamic asset pricing
models with an affine pricing kernel specification. We allow for state variables that are cross …
models with an affine pricing kernel specification. We allow for state variables that are cross …
[PDF][PDF] REGRESSION BASED ESTIMATION OF DYNAMIC ASSET PRICING MODELS
T Adrian, RK Crump, E Moench - 2015 - repec.cepr.org
We propose regression based estimators for beta representations of dynamic asset pricing
models with an affine pricing kernel specification. We allow for state variables that are cross …
models with an affine pricing kernel specification. We allow for state variables that are cross …
Regression-based estimation of dynamic asset pricing models
T Adrian, R Crump, E Moench - Journal of Financial …, 2015 - econpapers.repec.org
We propose regression-based estimators for beta representations of dynamic asset pricing
models with an affine pricing kernel specification. We allow for state variables that are cross …
models with an affine pricing kernel specification. We allow for state variables that are cross …
[引用][C] Regression-based estimation of dynamic asset pricing models
T Adrian, RK Crump, E Moench - Journal of Financial Economics, 2015 - cir.nii.ac.jp
Regression-based estimation of dynamic asset pricing models | CiNii Research CiNii 国立
情報学研究所 学術情報ナビゲータ[サイニィ] 詳細へ移動 検索フォームへ移動 論文・データをさがす …
情報学研究所 学術情報ナビゲータ[サイニィ] 詳細へ移動 検索フォームへ移動 論文・データをさがす …
[引用][C] Regression-based estimation of dynamic asset pricing models
T Adrian, E Moench - Journal of financial economics, 2015 - dialnet.unirioja.es
Regression-based estimation of dynamic asset pricing models - Dialnet Ayuda ¿En qué
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Regression-based estimation of dynamic asset pricing models
T Adrian, RK Crump, E Moench - 2011 - fedinprint.org
We propose regression-based estimators for beta representations of dynamic asset pricing
models with an affine pricing kernel specification. We allow for state variables that are cross …
models with an affine pricing kernel specification. We allow for state variables that are cross …