State space methods in asset pricing (Q1825112)
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scientific article; zbMATH DE number 4119901
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | State space methods in asset pricing |
scientific article; zbMATH DE number 4119901 |
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State space methods in asset pricing (English)
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1989
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Arbitrage Pricing Theory
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finance
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system-theoretic time series approach
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nonparametric test
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0.7811239361763
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0.7703545093536377
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0.7696322202682495
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0.7529354691505432
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0.7445551753044128
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