Skip to main content

Lund University Publications

LUND UNIVERSITY LIBRARIES

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
Please use this url to cite or link to this publication:
author
and
organization
publishing date
type
Working paper/Preprint
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 University
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
2016-04-04 10:14:24
date last changed
2025-04-04 14:21:42
@misc{23133654-e7a9-4c25-aaa6-3935c4aa579d,
  author       = {{Asgharian, Hossein and Carlsson, Sonnie}},
  keywords     = {{nonlinear asset pricing; international markets; Hansen and Jagannathan distance; value effect}},
  language     = {{eng}},
  note         = {{Working Paper}},
  number       = {{5}},
  publisher    = {{Department of Economics, Lund University}},
  series       = {{Working Papers, Department of Economics, Lund University}},
  title        = {{Evaluating a nonlinear asset pricing model on international data}},
  url          = {{http://swopec.hhs.se/lunewp/abs/lunewp2006_005.htm}},
  year         = {{2006}},
}