Coverart for item
The Resource Nonparametric estimation of state-price densities implicit in financial asset prices, Yacine Aït-Sahalia, Andrew W. Lo

Nonparametric estimation of state-price densities implicit in financial asset prices, Yacine Aït-Sahalia, Andrew W. Lo

Label
Nonparametric estimation of state-price densities implicit in financial asset prices
Title
Nonparametric estimation of state-price densities implicit in financial asset prices
Statement of responsibility
Yacine Aït-Sahalia, Andrew W. Lo
Creator
Contributor
Subject
Language
eng
Member of
Cataloging source
*GAO*
http://library.link/vocab/creatorName
Aït-Sahalia, Yacine
Illustrations
illustrations
Index
no index present
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorName
  • Lo, Andrew W.
  • National Bureau of Economic Research
Series statement
NBER working paper series
Series volume
working paper no. 5351
http://library.link/vocab/subjectName
  • Investments
  • Capital assets pricing model
Label
Nonparametric estimation of state-price densities implicit in financial asset prices, Yacine Aït-Sahalia, Andrew W. Lo
Instantiates
Publication
Copyright
Note
"November 1995."
Bibliography note
Includes bibliographical references (p. 33-36)
Carrier category
volume
Carrier category code
nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Dimensions
22 cm.
Extent
36 pages, 13 unnumbered pages
Media category
unmediated
Media MARC source
rdamedia
Media type code
n
Other physical details
illustrations
System control number
  • (OCoLC)33964023
  • (CU)GLAD84284357
Label
Nonparametric estimation of state-price densities implicit in financial asset prices, Yacine Aït-Sahalia, Andrew W. Lo
Publication
Copyright
Note
"November 1995."
Bibliography note
Includes bibliographical references (p. 33-36)
Carrier category
volume
Carrier category code
nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Dimensions
22 cm.
Extent
36 pages, 13 unnumbered pages
Media category
unmediated
Media MARC source
rdamedia
Media type code
n
Other physical details
illustrations
System control number
  • (OCoLC)33964023
  • (CU)GLAD84284357

Library Locations

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      39.954941 -75.193362
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