Smooth Transition Quantile Capital Asset Pricing Models with Heteroscedasticity

2011 ◽  
Vol 40 (1) ◽  
pp. 19-48 ◽  
Author(s):  
Cathy W. S. Chen ◽  
Simon Lin ◽  
Philip L. H. Yu
Keyword(s):  
Asset Pricing ◽  
Smooth Transition ◽  
Capital Asset Pricing ◽  
Capital Asset ◽  
Pricing Models ◽  
Asset Pricing Models

scholarly journals Continuous Equilibrium in Affine and Information-Based Capital Asset Pricing Models

2012 ◽  
Author(s):  
Ulrich Horst ◽  
Michael Kupper ◽  
Andrea Macrina ◽  
Christoph Mainberger
Keyword(s):  
Asset Pricing ◽  
Capital Asset Pricing ◽  
Capital Asset ◽  
Pricing Models ◽  
Asset Pricing Models

Capital Asset Pricing Models

2021 ◽  
pp. 25-52
Author(s):  
James W. Kolari ◽  
Wei Liu ◽  
Jianhua Z. Huang
Keyword(s):  
Asset Pricing ◽  
Capital Asset Pricing ◽  
Capital Asset ◽  
Pricing Models ◽  
Asset Pricing Models

scholarly journals Continuous equilibrium in affine and information-based capital asset pricing models

2012 ◽  
Vol 9 (4) ◽  
pp. 725-755
Author(s):  
Ulrich Horst ◽  
Michael Kupper ◽  
Andrea Macrina ◽  
Christoph Mainberger
Keyword(s):  
Asset Pricing ◽  
Capital Asset Pricing ◽  
Capital Asset ◽  
Pricing Models ◽  
Asset Pricing Models
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