State space methods in asset pricing-Reference-Cited by-同舟云学术

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State space methods in asset pricing

Published:1989 Issue:6-7 Volume:18 Page:581-590
ISSN:0898-1221
Container-title:Computers & Mathematics with Applications
language:en
Short-container-title:Computers & Mathematics with Applications

Author:

Cerchi M.

Publisher

Elsevier BV

Subject

Computational Mathematics,Computational Theory and Mathematics,Modelling and Simulation

Reference19 articles.

1. The Arbitrage Theory of capital asset pricing;Ross;J. econ. Theory,1976

2. Risk, return and Arbitrage;Ross,1977

3. A review of the Arbitrage Pricing Theory;Huberman,1986

4. Arbitrage Pricing Theory as restricted nonlinear multivariate regression model;McElroy;J. Business,1988

5. An empirical investigation of the Arbitrage Pricing Theory;Roll;J. Finance,1980

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. COINTEGRATION AND SETTLEMENT OF COMMODITY FUTURES CONTRACTS;Macroeconomic Dynamics;1999-06

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