Empirical Dynamic Asset Pricing 2024 pdf epub mobi 電子書 下載


Empirical Dynamic Asset Pricing

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Empirical Dynamic Asset Pricing pdf epub mobi 著者簡介


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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.

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Empirical Dynamic Asset Pricing 2024 pdf epub mobi 電子書 下載

Empirical Dynamic Asset Pricing 2024 pdf epub mobi 電子書 下載

Empirical Dynamic Asset Pricing 2024 pdf epub mobi 電子書 下載



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出版者:Princeton University Press
作者:Kenneth J. Singleton
出品人:
頁數:496
譯者:
出版時間:2006-3-26
價格:GBP 108.95
裝幀:Hardcover
isbn號碼:9780691122977
叢書系列:

圖書標籤: 金融  資産定價  計量經濟  經濟,政治和曆史  實證資産定價  博士用書  Pricing   


Empirical Dynamic Asset Pricing 2024 pdf epub mobi 電子書 下載
想要找書就要到 本本書屋
立刻按 ctrl+D收藏本頁
你會得到大驚喜!!

Empirical Dynamic Asset Pricing pdf epub mobi 用戶評價

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a unique and insightful perspective. A must read for asset pricers.

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Masterpiece!!!這本書加上CLM再加上Cochrane應該成為所有做empirical AP的人案頭的標配。

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a unique and insightful perspective. A must read for asset pricers.

評分

a unique and insightful perspective. A must read for asset pricers.

評分

Masterpiece!!!這本書加上CLM再加上Cochrane應該成為所有做empirical AP的人案頭的標配。

Empirical Dynamic Asset Pricing 2024 pdf epub mobi 電子書 下載


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