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 of

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Date: 2014-05-26 18:15:26 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		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 of Add to Reading List Source URL: faculty.chicagobooth.edu Download Document from Source Website File Size: 863,23 KB Share Document on Facebook

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