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Empirical dynamic asset pricing :model specification and econometric assessment /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Empirical dynamic asset pricing :Kenneth J. Singleton.
Reminder of title:	model specification and econometric assessment /
Author:	Singleton, Kenneth J.
Published:	Princeton :Princeton University Press,c2006.
Description:	xiv, 480 p. :ill. ;25 cm.
Subject:	PricingEconometric models.
ISBN:	9780691122977 :

Empirical dynamic asset pricing :model specification and econometric assessment /
Singleton, Kenneth J.

Empirical dynamic asset pricing :model specification and econometric assessment /Kenneth J. Singleton. - Princeton :Princeton University Press,c2006. - xiv, 480 p. :ill. ;25 cm.

Includes bibliographical references (p. 435-464) and index.

ISBN: 9780691122977 :NT$1125

LCCN: 2005937679Subjects--Topical Terms:

362341
Pricing
--Econometric models.

LC Class. No.: HG4515.2 / S617 2006

Dewey Class. No.: 332.6/01/5118

Empirical dynamic asset pricing :model specification and econometric assessment /
LDR:00618nam 2200181 a 4500 001 225614
005 20091228204209.0
008 100104s2006 njua 001 0 eng d
010 $a 2005937679
020 $a 9780691122977 : $c NT$1125
020 $a 0691122970
035 $a 64587924
040 $a TEF $c TEF $d BAKER $d IXA
050 # 4 $a HG4515.2 $b S617 2006
082 0 4 $a 332.6/01/5118 $2 22
100 1 $a Singleton, Kenneth J. $3 267138
245 1 0 $a Empirical dynamic asset pricing : $b model specification and econometric assessment / $c Kenneth J. Singleton.
260 # $a Princeton : $c c2006. $b Princeton University Press,
300 $a xiv, 480 p. : $b ill. ; $c 25 cm.
504 $a Includes bibliographical references (p. 435-464) and index.
650 # 0 $a Pricing $x Econometric models. $3 362341
650 # 0 $a Capital assets pricing model. $3 187119