Empirical dynamic asset pricing : model specification and econometric assessment

Author(s)

• Singleton, Kenneth J.

Bibliographic Information

Empirical dynamic asset pricing : model specification and econometric assessment

Kenneth J. Singleton

Princeton University Press, c2006

• : cloth

Note

Includes bibliographical references (p. 435-464) and index

Details

• NCID: BA76629113
• ISBN:
  • 9780691122977
• LCCN: 2005937679
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Princeton
• Pages/Volumes: xiv, 480 p.
• Size: 24 cm
• Classification:
  • LCC : HG4515.2
  • DC22 : 332.6/01/5118
  • NDC9 : 338.1
• Subject Headings:
  • LCSH : Pricing -- Econometric models
  • LCSH : Capital assets pricing model