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Evaluating a nonlinear asset pricing model on international data

Asgharian, Hossein LU and Carlsson, Sonnie LU (2006) In Working Papers, Department of Economics, Lund University
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author
organization
publishing date
type
Working Paper
publication status
published
subject
keywords
nonlinear asset pricing, international markets, Hansen and Jagannathan distance, value effect
in
Working Papers, Department of Economics, Lund University
issue
5
publisher
Department of Economics, Lund Universtiy
language
English
LU publication?
yes
id
23133654-e7a9-4c25-aaa6-3935c4aa579d (old id 1387265)
alternative location
http://swopec.hhs.se/lunewp/abs/lunewp2006_005.htm
date added to LUP
2009-04-20 12:27:25
date last changed
2016-08-30 13:14:18
@misc{23133654-e7a9-4c25-aaa6-3935c4aa579d,
  author       = {Asgharian, Hossein and Carlsson, Sonnie},
  keyword      = {nonlinear asset pricing,international markets,Hansen and Jagannathan distance,value effect},
  language     = {eng},
  number       = {5},
  publisher    = {ARRAY(0xa6bf030)},
  series       = {Working Papers, Department of Economics, Lund University},
  title        = {Evaluating a nonlinear asset pricing model on international data},
  year         = {2006},
}