Empirical dynamic asset pricing : model specification and econometric assessment / Kenneth J. Singleton
| Material Type | Books |
|---|---|
| Publication | Princeton : Princeton University Press , c2006 |
| Language | English |
| Size | xiv, 480 p. : ill., charts ; 24 cm |
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| Notes | Includes bibliographical references (p. 435-464) and index |
|---|---|
| Authors | *Singleton, Kenneth J. |
| Subjects | LCSH:Pricing -- Econometric models
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LCSH:Capital assets pricing model |
| Classification | LCC:HG4515.2 DC22:332.6/01/5118 |
| ID | TT20119022 |
| ISBN | 0691122970 |
| NCID | BA76629113 |
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