Empirical Testing of Asset Pricing Models
收藏NBER1992-04-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w4043
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资源简介：
This essay reviews the extensive literature on empirical testing of asset pricing models. It briefly describes the kinds of asset pricing models typically tested in the literature and explicates their econometric implications, both in terms of the estimation of relevant parameters and tests of their
提供机构：
美国国家经济研究局
创建时间：
1992-04-01
