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Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment Hardcover - 2006
by Kenneth J. Singleton
From the rear cover
"This book fills a huge gap. It goes beyond the detailed description of methodology to provide a critical overview of findings in the literature. As a result, it not only offers the state of the art, but identifies the paths for future research--an invaluable textbook feature. With more than twenty-five years' worth of incredibly influential research on the topic, Kenneth Singleton was the perfect person to write it."--Mikhail Chernov, Columbia University
Details
- Title Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment
- Author Kenneth J. Singleton
- Binding Hardcover
- Edition [ Edition: First
- Pages 496
- Volumes 1
- Language ENG
- Publisher Princeton University Press
- Date 2006-03-26
- Features Bibliography, Dust Cover, Index, Table of Contents
- ISBN 9780691122977 / 0691122970
- Weight 1.81 lbs (0.82 kg)
- Dimensions 9.46 x 6.48 x 1.49 in (24.03 x 16.46 x 3.78 cm)
- Library of Congress subjects Capital assets pricing model, Econometrische modellen
- Library of Congress Catalog Number 2005937679
- Dewey Decimal Code 332.601
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Stock Photo: Cover May Be Different
Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment
by Singleton, K. J.
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Princeton University Press, 2006. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Clean from markings. In good all round condition. Dust jacket in good condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,900grams, ISBN:9780691122977
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Stock Photo: Cover May Be Different
Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment
by Singleton, K.J.
- Used
- Hardcover
- Condition
- Used
- Binding
- Hardcover
- ISBN 10 / ISBN 13
- 9780691122977 / 0691122970
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Princeton University Press, 2006. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Clean from markings. In good all round condition. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,900grams, ISBN:9780691122977
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Stock Photo: Cover May Be Different
Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment
by Singleton, Kenneth J
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Princeton University Press, 2006-03-26. Hardcover. New. New. In shrink wrap. Looks like an interesting title!
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Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment
by Kenneth J. Singleton
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Hardback. New. 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.
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Empirical Dynamic Asset Pricing � Model Specification and Econometric Assessment
by Kenneth J. Singleton
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- Hardcover
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Exeter, Devon, United Kingdom
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Princeton Univ Pr, 2006. Hardcover. New. 480 pages. 9.25x6.00x1.50 inches.
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Stock Photo: Cover May Be Different
Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment
by Singleton, Kenneth J
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- Hardcover
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- New
- Binding
- Hardcover
- ISBN 10 / ISBN 13
- 9780691122977 / 0691122970
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campbelltown, Florida, United States
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Princeton University Press, 2006-03-25. hardcover. New. 6x1x9. Brand New Book in Publishers original Sealing
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