<--- Back to Details
First PageDocument Content
Financial economics / Econometrics / Regression analysis / Financial markets / Capital asset pricing model / Simultaneous equation methods / Beta / Instrumental variable / Stochastic differential equation / Mathematical finance / Statistics / Economics
Date: 2013-10-06 09:23:17
Financial economics
Econometrics
Regression analysis
Financial markets
Capital asset pricing model
Simultaneous equation methods
Beta
Instrumental variable
Stochastic differential equation
Mathematical finance
Statistics
Economics

Solving an Empirical Puzzle in the Capital Asset Pricing Model

Add to Reading List

Source URL: occ.gov

Download Document from Source Website

File Size: 127,57 KB

Share Document on Facebook

Similar Documents

Regression analysis / Simultaneous equation methods / Parametric statistics / Steven Levitt / Least squares / Instrumental variable / Ordinary least squares / Crime in the United States / Violent crime / Sampling / Statistics

CENTER FOR LABOR ECONOMICS UNIVERSITY OF CALIFORNIA, BERKELEY WORKING PAPER NO. 35 Do Electoral Cycles in Police Hiring Really Help Us Estimate the Effect of Police on Crime?

DocID: 1reZ3 - View Document

Statistics / Regression analysis / Simultaneous equation methods / Probability theory / Instrumental variable / Vector autoregression / Reduced form / Income tax in the United States / Taxation in the United States / Shock / Tax / Covariance

The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States∗ Karel Mertens and Morten O. Ravn March 20, 2012 Abstract

DocID: 1rc41 - View Document

Regression analysis / Statistics / Formal sciences / Estimation theory / Knowledge / Academia / Statistical methods / Simultaneous equation methods / Econometrics / Autocorrelation / Instrumental variable / Economic model

Microsoft Word - GLRPDG2009.doc

DocID: 1qQDy - View Document

Statistics / Estimation theory / Regression analysis / Time series models / Simultaneous equation methods / Statistical models / Vector autoregression / Autoregressive model / Instrumental variable / Ordinary least squares / Generalized method of moments / Variance

University of Hawai`i at Mānoa Department of Economics Working Paper Series Saunders Hall 542, 2424 Maile Way, Honolulu, HIPhone: (

DocID: 1qwng - View Document

Regression analysis / Econometrics / Time series analysis / Estimation theory / Simultaneous equation methods / Instrumental variable / Heteroscedasticity / Estimator / Autocorrelation / Least squares / Generalized least squares

Microsoft Word - Syllabus.docx

DocID: 1p8ID - View Document