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

• Year: 2007
• Authors: Paul Söderlind
• Keywords: Empirical Finance