金融统计与风险管理文献库(三)
发布时间:2014-05-20 10:01:14 【 】 浏览:509
摘要:包括(一)推荐文献(二)推荐书目(三)经典学术论文下载

  经典论文下载

 

  A Critique of the Stochastic Discount Factor Methodology  
  An Intertemporal Equilibrium Beta Pricing Model  
  Analytical GMM Tests  Asset Procing with Time-Varying Risk Premiums  
  Extracting Factors From Heteroskedastic Asset Returns  
  Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models  
  Handbook of the Economics of Finance  
  Hypothesis Testing with Efficient Method of Moments Estimation  
  Large Sample Properties of Generalized Method of Moments Estimators  
  Measuring the Pricing Error of the Arbitrage Pricing Theory  
  On Stable Factor Structures in the Pricing of Risk Do Time-Varying Betas Help or Hurt  
  Power-law distributions in empirical data  
  Presidential Address Discount Rates-Joural of Finance  
  Rick and Return In an Equilibrium Apt Application of a New Test Methodology  
  Testing Asset Pricing Models with Changing Expectations and an Unobservable Market Portfolio  
  The Coefficient of Resource Utilization  
  The Dampening Effect of Bank Foreign Liabilities on Monetary Policy- Revisiting Monetary Cooperation in East Asia  
  The Empirical Foundations of the Arbitrage Pricing Theory  
  The Measurement of Deadweight Loss Revisited  
  Time-varying Conditional Covariances in Tests of Asset Pricing Models  
  Using Generalized Method of Moments to Test Mean-Variance Efficiency  
  Valuation equilibrium and pareto optimum  

 

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