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Lecture Notes

Empirical Finance

10 years 9 months ago
Empirical Finance
These notes cover several topics such as Predicting Asset Returns, Linear Factor Model, Linear Factor Models in SDF Form, Consumption-Based Asset Pricing, Riskneutral Distributions, Yield Curve Models: Theory, Yield Curve Models: MLE, Yield Curve Models: Nonparametric Estimation, ARCH and GARCH, Financial Applications of ARCH and GARCH Models
Paul Söderlind
Added 17 Jan 2009
Updated 17 Jan 2009
Year 2007
Authors Paul Söderlind
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