An edition of An empirical investigation of continuous-time equity return models (2001)

An empirical investigation of continuous-time equity return models

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An empirical investigation of continuous-time ...
Torben G. Andersen, Torben G. ...
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Last edited by Open Library Bot
December 4, 2010 | History
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An edition of An empirical investigation of continuous-time equity return models (2001)

An empirical investigation of continuous-time equity return models

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Publish Date
Publisher
National Bureau of Economic Research
Language
English
Pages
46

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Subjects

Econometric models, Options, Prices, Rate of return, Stock price forecasting, Time-series analysis
Edition Availability
Cover of: An empirical investigation of continuous-time equity return models
An empirical investigation of continuous-time equity return models
2001, National Bureau of Economic Research
in English

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Book Details

Edition Notes

"October 2001."

JEL no. G12, C50, G13.

Includes bibliographical references (p. 26-32).

Electronic access limited to Binghamton University faculty, staff and students for instructional and research purposes only.

Electronic version available via the Internet at the NBER World Wide Web site.

Published in
Cambridge, MA
Series
NBER working paper series -- no. 8510, Working paper series (National Bureau of Economic Research) -- working paper no. 8510.
Genre
Econometric models.

The Physical Object

Pagination
46 p. :
Number of pages
46

ID Numbers

Open Library
OL22427652M

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December 4, 2010 Edited by Open Library Bot Added subjects from MARC records.
December 10, 2009 Created by WorkBot add works page