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 : 01 Mar 2005
- Format : Hardback
- Numar pagini : 496
- ISBN : 9780691122977