Description: Please refer to the section BELOW (and NOT ABOVE) this line for the product details - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - Title:Empirical Dynamic Asset Pricing: Model Specification And Econometric AssessmentISBN13:9780691122977ISBN10:0691122970Author:Singleton, Kenneth J. (Author)Description:Written By One Of The Leading Experts In The Field, This Book Focuses On The Interplay Between Model Specification, Data Collection, And Econometric Testing Of Dynamic Asset Pricing Models The First Several Chapters Provide An In-Depth Treatment Of The Econometric Methods Used In Analyzing Financial Time-Series Models The Remainder Explores The Goodness-Of-Fit Of Preference-Based And No-Arbitrage Models Of Equity Returns And The Term Structure Of Interest Rates; Equity And Fixed-Income Derivatives Prices; And The Prices Of Defaultable Securities Singleton Addresses The Restrictions On The Joint Distributions Of Asset Returns And Other Economic Variables Implied By Dynamic Asset Pricing Models, As Well As The Interplay Between Model Formulation And The Choice Of Econometric Estimation Strategy For Each Pricing Problem, He Provides A Comprehensive Overview Of The Empirical Evidence On Goodness-Of-Fit, With Tables And Graphs That Facilitate Critical Assessment Of The Current State Of The Relevant Literatures As An Added Feature, Singleton Includes Throughout The Book Interesting Tidbits Of New Research These Range From Empirical Results (Not Reported Elsewhere, Or Updated From Singleton's Previous Papers) To New Observations About Model Specification And New Econometric Methods For Testing Models Clear And Comprehensive, The Book Will Appeal To Researchers At Financial Institutions As Well As Advanced Students Of Economics And Finance, Mathematics, And Science Binding:Hardcover, HardcoverPublisher:PRINCETON UNIV PRPublication Date:2005-03-01Weight:1.81 lbsDimensions:1.49'' H x 9.46'' L x 6.48'' WNumber of Pages:480Language:English
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Book Title: Empirical Dynamic Asset Pricing: Model Specification And Eco...
Item Length: 9.4in
Item Height: 1.3in
Item Width: 6.6in
Author: Kenneth J. Singleton
Publication Name: Empirical Dynamic Asset Pricing : Model Specification and Econometric Assessment
Format: Hardcover
Language: English
Publisher: Princeton University Press
Publication Year: 2006
Type: Textbook
Item Weight: 28 Oz
Number of Pages: 496 Pages
