Empirical Finance

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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

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Added	17 Jan 2009
Updated	17 Jan 2009
Year	2007
Authors	Paul Söderlind

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