Empirical dynamic asset pricing : model specification and econometric assessment

Type
Book
Authors
Singleton, Kenneth J. ( Kenneth J. Singleton )
 
ISBN 10
0691122970 
ISBN 13
9780691122977 
Category
Financial economics  [ Browse Items ]
Publication Year
2006 
Pages
xiv, 480 p. 
Subject
Capital assets pricing model 
Abstract
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. 
Description
 
Biblio Notes
 
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