DIAGNOSING ASSET PRICING-MODELS USING THE DISTRIBUTION OF ASSET RETURNS

被引：41

|

作者：

SNOW, KN

机构：

来源：

JOURNAL OF FINANCE | 1991年 / 46卷 / 03期

关键词：

D O I：

10.2307/2328550

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

收藏

页码：955 / 983

页数：29

相关论文

共 50 条

[21] ARE CONSUMPTION-BASED INTERTEMPORAL CAPITAL-ASSET PRICING-MODELS STRUCTURAL
GHYSELS, E
HALL, A
[J]. JOURNAL OF ECONOMETRICS, 1990, 45 (1-2) : 121 - 139
[22] Asset pricing models:: Implications for expected returns and portfolio selection
MacKinlay, AC
Pástor, L
[J]. REVIEW OF FINANCIAL STUDIES, 2000, 13 (04): : 883 - 916
[23] COMMODITY RETURNS AND CAPITAL ASSET PRICING
HOLTHAUSEN, DM
HUGHES, JS
[J]. FINANCIAL MANAGEMENT, 1978, 7 (02) : 37 - 44
[24] THE ROLE OF CONDITIONING INFORMATION IN DEDUCING TESTABLE RESTRICTIONS IMPLIED BY DYNAMIC ASSET PRICING-MODELS
HANSEN, LP
RICHARD, SF
[J]. ECONOMETRICA, 1987, 55 (03) : 587 - 613
[25] CONSISTENCY OF A METHOD OF MOMENTS ESTIMATOR BASED ON NUMERICAL-SOLUTIONS TO ASSET PRICING-MODELS
BURNSIDE, C
[J]. ECONOMETRIC THEORY, 1993, 9 (04) : 602 - 632
[26] ON THE USE OF PERIOD-AVERAGE STUMPAGE PRICES TO ESTIMATE FOREST ASSET PRICING-MODELS
WASHBURN, CL
BINKLEY, CS
[J]. LAND ECONOMICS, 1990, 66 (04) : 379 - 393
[27] QUADRATURE-BASED METHODS FOR OBTAINING APPROXIMATE SOLUTIONS TO NONLINEAR ASSET PRICING-MODELS
TAUCHEN, G
HUSSEY, R
[J]. ECONOMETRICA, 1991, 59 (02) : 371 - 396
[28] Option Pricing with Arima-Garch Models of Underlying Asset Returns
Ogneva D.S.
Golembiovskii D.Y.
[J]. Computational Mathematics and Modeling, 2018, 29 (4) : 461 - 473
[29] The use of asset growth in empirical asset pricing models
Cooper, Michael
Gulen, Huseyin
Ion, Mihai
[J]. JOURNAL OF FINANCIAL ECONOMICS, 2024, 151
[30] Using expectations to test asset pricing models
Brav, A
Lehavy, R
Michaely, R
[J]. FINANCIAL MANAGEMENT, 2005, 34 (03) : 31 - 64

← 1 2 3 4 5 →