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Empirical Dynamic Asset Pricing
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Empirical Dynamic Asset Pricing : Model Specification and Econometric Assessment

Book Details

Format Hardback
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
Currently unavailable 0 in stock

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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.

Get Empirical Dynamic Asset Pricing by Kenneth J. Singleton at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by Princeton University Press and it has 496 pages.

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