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Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment Kenneth J. Singleton
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Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment
Kenneth J. Singleton
Focuses on the interplay between model specification, data collection, and econometric testing of dynamic asset pricing models. This book includes the econometric methods used in analyzing financial time-series models, and the goodness-of-fit of preference-based and no-arbitrage models of equity returns and the term structure of interest rates.
496 pages, 32 line illus.26 tables.
| Media | Bøker Innbunden bok (Bok med hard rygg og stivt omslag) |
| Utgitt | 26. mars 2006 |
| ISBN13 | 9780691122977 |
| Utgivere | Princeton University Press |
| Antall sider | 496 |
| Mål | 242 × 168 × 39 mm · 862 g |
| Språk | Engelsk |
