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Empirical Dynamic Asset Pricing
- Model Specification and Econometric Assessment
Engelsk Hardback
Empirical Dynamic Asset Pricing
- Model Specification and Econometric Assessment
Engelsk Hardback

1.351 kr
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Om denne bog
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.
Product detaljer
Sprog:
Engelsk
Sider:
496
ISBN-13:
9780691122977
Indbinding:
Hardback
Udgave:
ISBN-10:
0691122970
Kategori:
Udg. Dato:
26 mar 2006
Længde:
39mm
Bredde:
242mm
Højde:
168mm
Forlag:
Princeton University Press
Oplagsdato:
26 mar 2006
Forfatter(e):
Books from the same author