Nonparametric estimation of state-price densities implicit in financial asset prices /

Nonparametric estimation of state-price densities implicit in financial asset prices /

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Bibliographic Details
Author / Creator:	Aït-Sahalia, Yacine.
Imprint:	Chicago : Center for Research in Security Prices, Graduate School of Business, University of Chicago, 1996.
Description:	36, [12] p. : ill. ; 28 cm.
Language:	English
Series:	Working paper series ; W.P. 427 Working paper series (University of Chicago. Center for Research in Security Prices) ; W.P. 427.
Subject:	Investments -- Econometric models. Capital assets pricing model. Capital assets pricing model. Investments -- Econometric models.
Format:	Print Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/5927495

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Other authors / contributors:	Lo, Andrew W. (Andrew Wen-Chuan)
Notes:	"First draft: July 17, 1995. Latest revision: November 16, 1995." Includes bibliographical references.

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Call Number:	HG4501.W68 no.427
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