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Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment Kenneth J. Singleton
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 | Boeken Hardcover Book (Boek met harde rug en kaft) |
| Vrijgegeven | 26 maart 2006 |
| ISBN13 | 9780691122977 |
| Uitgevers | Princeton University Press |
| Pagina's | 496 |
| Afmetingen | 242 × 168 × 39 mm · 862 g |
| Taal en grammatica | Engels |
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