Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment by Kenneth J. Singleton (Hardback, 2006)
Brand newLOWEST PRICE
- £71.00Free P&P
- New condition
- Sold by books2aw
- Est. delivery by 26 Oct
- £50.47+ £3.95 P&P
- Very Good condition
- Sold by ammareal
- See details for delivery est.
All listings for this product
About this product
- DescriptionFocuses 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.
- Author BiographyKenneth J. Singleton is Adams Distinguished Professor of Management and Senior Associate Dean for Academic Affairs at the Graduate School of Business, Stanford University. A Fellow of the Econometric Society, he is the recipient of the organization's Frisch Prize. He is also the recipient of the Smith-Breeden Distinguished Paper Award from the Journal of Finance . Singleton is a director of the American Finance Association and was previously an editor of the Review of Financial Studies . He is coauthor, with Darrell Duffie, of Credit Risk: Pricing, Management, and Measurement (Princeton).
- Author(s)Kenneth J. Singleton
- PublisherPrinceton University Press
- Date of Publication06/03/2006
- GenreFinance & Accounting
- Place of PublicationNew Jersey
- Country of PublicationUnited States
- ImprintPrinceton University Press
- Content Note32 line illus.26 tables.
- Weight794 g
- Width152 mm
- Height235 mm
Best-selling in Business, Economics & Industry
Save on Business, Economics & Industry
- £18.99Trending at £26.40
- £45.12Trending at £47.58
- £38.13Trending at £42.29
- £12.21Trending at £15.88
- £8.33Trending at £10.01
- £13.11Trending at £13.62
- £12.86Trending at £16.88
This item doesn't belong on this page.
Thanks, we'll look into this.