Empirical Dynamic Asset Pricing (English, Kenneth J. Singleton)
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Book Details
Publisher
Princeton University Press
Language
English
ISBN-13
9780691122977
ISBN-10
0691122970
Author
Kenneth J. Singleton
About the Book
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 financial time-series models. The remainder explores the goodness-of-fit of preference-based and no-arbitrage models of equity returns and the term structure…
ISBN: 9780691122977
ISBN-13: 9780691122977
ISBN-10: 0691122970
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Kenneth J. Singleton is the author of Empirical Dynamic Asset Pricing. Browse more books by Kenneth J. Singleton on GlowMirror.
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Product ID: isbn-9780691122977
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