Empirical Asset Pricing Models Data, Empirical Verification, and Model Search
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Details model selection criteria and sequential model search methods
Empirical Asset Pricing Models Data, Empirical Verification, and Model Search
Sale price
$89.99
Regular price $99.99
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Empirical Asset Pricing Models
Data, Empirical Verification, and Model Search
Jau-Lian Jeng
Business & Economics / Finance / Financial Risk Management
Positions forecastability as one of several statistical criteria for verifying model specification
Discusses cross-sectional properties of asset pricing models
Jau-Lian Jeng is Professor of Finance at Azusa Pacific University, USA.
| Publication Date: | 05 January 2019 |
| Publisher: | Springer International Publishing |
| Imprint: | Palgrave Macmillan |
| ISBN-13: | 9783030089320 |
| Format: | Paperback softback |
| Page Count: | 268 |