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Lecture Notes

Empirical Finance

15 years 11 months ago
Empirical Finance
These notes cover several topics such as Predicting Asset Returns, Linear Factor Model, Linear Factor Models in SDF Form, Consumption-Based Asset Pricing, Riskneutral Distributions, Yield Curve Models: Theory, Yield Curve Models: MLE, Yield Curve Models: Nonparametric Estimation, ARCH and GARCH, Financial Applications of ARCH and GARCH Models
Paul Söderlind
Added 17 Jan 2009
Updated 17 Jan 2009
Year 2007
Authors Paul Söderlind
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