![Hossein Asgharian. Foto.](/sites/ehl.lu.se/files/styles/lu_personal_page_desktop/public/2024-04/HosseinAsgharian.jpg.webp?itok=BSzrSPKT)
Hossein Asgharian
Professor
![Hossein Asgharian. Foto.](/sites/ehl.lu.se/files/styles/lu_personal_page_desktop/public/2024-04/HosseinAsgharian.jpg.webp?itok=BSzrSPKT)
Evaluating a nonlinear asset pricing model on international data
Författare
Avdelning/ar
- Nationalekonomiska institutionen
Publiceringsår
2006
Språk
Engelska
Publikation/Tidskrift/Serie
Working Papers, Department of Economics, Lund University
Issue
5
Länkar
Dokumenttyp
Working paper
Förlag
Department of Economics, Lund University
Ämne
- Economics
Nyckelord
- nonlinear asset pricing
- international markets
- Hansen and Jagannathan distance
- value effect
Aktiv
Published