Empirical dynamic asset pricing - Catalogue Library Neoma Business School

Empirical dynamic asset pricing / Kenneth J. SINGLETON / Princeton University Press (2006)

Titre :	Empirical dynamic asset pricing : model specification and econometric assessment
Type de document :	Livre
Auteurs :	Kenneth J. SINGLETON, Auteur
Editeur :	Princeton University Press
Année de publication :	2006
Importance :	XIV-480 p.
ISBN/ISSN/EAN :	978-0-691-12297-7
Prix :	70 EUR
Note générale :	Bibliogr. p. 435-464. Index.
Langues :	Anglais (eng)
Mots-clés :	Management ECONOMETRIE ; GESTION ACTIF PASSIF
Résumé :	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.
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