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Empirical Dynamic Asset Pricing

By: Kenneth J. Singleton (Author)

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Ksh 22,250.00

Format: Hardback or Cased Book

ISBN-13: 9780691122977

Publisher: Princeton University Press

Publication Date: Mar 26th, 2006

Weight: 862 grams

Dimension: 16.80 x 24.20 x 3.90 cms

Category: Investment & securities

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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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