We address the general issue of econometric specifications of dynamic asset pricing models, which cover the modern literature on conditionally heteroskedastic factor models as well as equilibrium-based asset pricing models with an intertemporal specification of preferences and market fundamentals.
Download Info
To our knowledge, this item is not available for
download. To find whether it is available, there are three
options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page
whether it is in fact available.
3. Perform a search for a similarly titled item that would be
available.
Publisher Info
Paper provided by Institut National de la Statistique et des Etudes Economiques- in its series Papers with number
2000-19.
Length: 48 pages Date of creation: 2000 Date of revision: Handle: RePEc:fth:inseep:2000-19
Contact details of provider: Postal: INSTITUT NATIONAL DE LA STATISTIQUE ET DES ETUDES ECONOMIQUES, UNITE DE RECHERCHE, BUREAU 1150 18 BD ADOLPH PINARD 75675 PARIS CEDEX 14 FRANCE. Phone: 01 41 17 66 11 Fax: 01 53 17 88 09 Web page: http://www.insee.fr/ More information through EDIRC
For technical questions regarding this item, or to correct its listing, contact: (Thomas Krichel).