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Empirical dynamic asset pricing :mod...

Singleton, Kenneth J.

Empirical dynamic asset pricing :model specification and econometric assessment /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Empirical dynamic asset pricing :Kenneth J. Singleton.
其他題名:	model specification and econometric assessment /
作者:	Singleton, Kenneth J.
出版者:	Princeton :Princeton University Press,c2006.
面頁冊數:	xiv, 480 p. :ill. ;25 cm.
標題:	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 /
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