Nonparametric estimation of state-price densities implicit in financial asset prices /
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| 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: | |
| Format: | Print Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/5927495 |
MARC
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| 100 | 1 | |a Aït-Sahalia, Yacine. |0 http://id.loc.gov/authorities/names/no96040816 |1 http://viaf.org/viaf/65067891 | |
| 245 | 1 | 0 | |a Nonparametric estimation of state-price densities implicit in financial asset prices / |c by Yacine Aït-Sahalia and Andrew W. Lo. |
| 260 | |a Chicago : |b Center for Research in Security Prices, Graduate School of Business, University of Chicago, |c 1996. | ||
| 300 | |a 36, [12] p. : |b ill. ; |c 28 cm. | ||
| 336 | |a text |b txt |2 rdacontent |0 http://id.loc.gov/vocabulary/contentTypes/txt | ||
| 337 | |a unmediated |b n |2 rdamedia |0 http://id.loc.gov/vocabulary/mediaTypes/n | ||
| 338 | |a volume |b nc |2 rdacarrier |0 http://id.loc.gov/vocabulary/carriers/nc | ||
| 490 | 1 | |a Working paper series ; |v W.P. 427 | |
| 500 | |a "First draft: July 17, 1995. Latest revision: November 16, 1995." | ||
| 504 | |a Includes bibliographical references. | ||
| 650 | 0 | |a Investments |x Econometric models. | |
| 650 | 0 | |a Capital assets pricing model. |0 http://id.loc.gov/authorities/subjects/sh85019932 | |
| 650 | 7 | |a Capital assets pricing model. |2 fast |0 http://id.worldcat.org/fast/fst00846288 | |
| 650 | 7 | |a Investments |x Econometric models. |2 fast |0 http://id.worldcat.org/fast/fst00978254 | |
| 700 | 1 | |a Lo, Andrew W. |q (Andrew Wen-Chuan) |0 http://id.loc.gov/authorities/names/no92001206 |1 http://viaf.org/viaf/61685285 | |
| 830 | 0 | |a Working paper series (University of Chicago. Center for Research in Security Prices) ; |v W.P. 427. | |
| 901 | |a Analytic | ||
| 903 | |a HeVa | ||
| 929 | |a cat | ||
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| 928 | |t Library of Congress classification |a HG4501.W68 no.427 |l JRL |c JRL-Gen |i 6531836 | ||
| 927 | |t Library of Congress classification |a HG4501.W68 no.427 |l JRL |c JRL-Gen |g Analytic |b A68776056g |i 8005632 | ||