Empirical Dynamic Asset Pricing : : Model Specification and Econometric Assessment / / Kenneth J. Singleton.

Written by one of the leading experts in the field, this book focuses on the interplay between model specification, data collection, and econometric testing of dynamic asset pricing models. The first several chapters provide an in-depth treatment of the econometric methods used in analyzing financia...

Full description

Saved in:
Bibliographic Details
Superior document:Title is part of eBook package: De Gruyter Princeton University Press eBook-Package Backlist 2000-2013
VerfasserIn:
Place / Publishing House:Princeton, NJ : : Princeton University Press, , [2009]
©2006
Year of Publication:2009
Language:English
Online Access:
Physical Description:1 online resource (496 p.) :; 32 line illus.26 tables.
Tags: Add Tag
No Tags, Be the first to tag this record!