Empirical Dynamic Asset Pricing - Model Specification and Econometric Assessment - Bog af Kenneth J. Singleton - Hardback
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.
Bogreolen.dk
DKK 1130.95
Empirical Dynamic Asset Pricing - Model Specification and Econometric Assessment - Kenneth J. Singleton
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.
Tales.dk
DKK 1131.95