Nonparametric estimation of state-price densities implicit in financial asset prices
By: Yacine Aït-Sahalia, Andrew W. Lo.
Contributors: Lo, Andrew W.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper no. 5351; Working paper series (National Bureau of Economic Research) -- working paper no. 5351.
Publisher: National Bureau of Economic Research
Published: 1995
Place of publication: Cambridge, MA
Language: eng
Number of pages: 36
Subjects: Investments -- Econometric models.; Capital assets pricing model.
Notes: "November 1995."

Includes bibliographical references (p. 33-36).

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Electronic version available via the Internet at the NBER World Wide Web site.