Research Catalog

Empirical dynamic asset pricing : model specification and econometric assessment

Title
Empirical dynamic asset pricing : model specification and econometric assessment / Kenneth J. Singleton.
Author
Singleton, Kenneth J.
Publication
Princeton : Princeton University Press, c2006.

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Details

Description
xiv, 480 p. : ill.; 25 cm.
Subject
  • Pricing > Econometric models
  • Capital assets pricing model
Bibliography (note)
  • Includes bibliographical references (p. 435-464) and index.
Call Number
JBE 06-799
ISBN
0691122970
LCCN
  • 2005937679
  • 9780691122977
OCLC
64587924
Author
Singleton, Kenneth J.
Title
Empirical dynamic asset pricing : model specification and econometric assessment / Kenneth J. Singleton.
Imprint
Princeton : Princeton University Press, c2006.
Bibliography
Includes bibliographical references (p. 435-464) and index.
Other Standard Identifier
9780691122977
Research Call Number
JBE 06-799
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