Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Asset pricing models, specification search, and stability analysis - MaRDI portal

Asset pricing models, specification search, and stability analysis

From MaRDI portal

Publication:5953181

Jump to:navigation, search

DOI10.1023/A:1011667806630zbMath1017.91022MaRDI QIDQ5953181

J. Guillermo Llorente, Juan Del Hoyo

Publication date: 14 January 2002

Published in: Computational Economics (Search for Journal in Brave)

zbMATH Keywords

stability analysis Brownian motion asset pricing Monte Carlo simulations moving-window tests specification search statistical significance

Mathematics Subject Classification ID

Search theory (90B40) Microeconomic theory (price theory and economic markets) (91B24)

This page was built for publication: Asset pricing models, specification search, and stability analysis

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:5953181&oldid=12116288"