Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment - Kenneth J. Singleton - Books - Princeton University Press - 9780691122977 - March 26, 2006
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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

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 Books     Hardcover Book   (Book with hard spine and cover)
Released March 26, 2006
ISBN13 9780691122977
Publishers Princeton University Press
Pages 496
Dimensions 242 × 168 × 39 mm   ·   862 g
Language English  

See all of Kenneth J. Singleton ( e.g. Hardcover Book )