![Financial economics / Control theory / Digital signal processing / Time series analysis / Fourier analysis / Shock / Capital asset pricing model / Impulse response / Filter / Mathematical finance / Mathematics / Mathematical analysis Financial economics / Control theory / Digital signal processing / Time series analysis / Fourier analysis / Shock / Capital asset pricing model / Impulse response / Filter / Mathematical finance / Mathematics / Mathematical analysis](https://www.pdfsearch.io/img/3a699e1e4ded7ce73f75b561ea8d670e.jpg) Date: 2014-05-26 18:15:26Financial economics Control theory Digital signal processing Time series analysis Fourier analysis Shock Capital asset pricing model Impulse response Filter Mathematical finance Mathematics Mathematical analysis | | Asset pricing in the frequency domain: theory and empirics Ian Dew-Becker and Stefano Giglio 2nd April 2013 Abstract In many a¢ne asset pricing models, the innovation to the pricing kernel is a function ofAdd to Reading ListSource URL: faculty.chicagobooth.eduDownload Document from Source Website File Size: 863,23 KBShare Document on Facebook
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