| 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. |
| Permalink : |
https://cataloguelibrary.neoma-bs.fr/index.php?lvl=notice_display&id=155617 |
Empirical dynamic asset pricing : model specification and econometric assessment [Livre] / Kenneth J. SINGLETON, Auteur . - Princeton University Press, 2006 . - XIV-480 p. ISBN : 978-0-691-12297-7 : 70 EUR Bibliogr. p. 435-464. Index. Langues : Anglais ( eng) |  |
Empirical Dynamic Asset Pricing : Model Specification and Econometric Assessment
Empirical dynamic asset pricing / Princeton University Press (2006)
