Empirical Dynamic Asset Pricing

Singleton Kenneth J.

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.
  • Limba : Engleza
  • Data Publicarii : 06 Mar 2006
  • Format : Hardback
  • Numar pagini : 496
  • ISBN : 9780691122977
445.99 Lei
Disponibilitate : 2-4 saptamani

Acest produs este disponibil in stocul furnizorilor okian.ro si poate fi livrat in 2-4 saptamani