Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment - Kenneth J. Singleton - Bøger - Princeton University Press - 9780691122977 - 26. marts 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.

Medie Bøger     Hardcover bog   (Bog med hård ryg og stift omslag)
Udgivet 26. marts 2006
ISBN13 9780691122977
Forlag Princeton University Press
Antal sider 496
Mål 242 × 168 × 39 mm   ·   862 g
Sprog Engelsk