Empirical Dynamic Asset Pricing : Model Specification and Econometric Assessment
Book Details
Format
Hardback or Cased Book
ISBN-10
0691122970
ISBN-13
9780691122977
Publisher
Princeton University Press
Imprint
Princeton University Press
Country of Manufacture
US
Country of Publication
GB
Publication Date
Mar 26th, 2006
Print length
496 Pages
Weight
862 grams
Dimensions
16.80 x 24.20 x 3.90 cms
Product Classification:
Investment & securities
Ksh 19,600.00
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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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