An edition of Empirical dynamic asset pricing (2005)

Empirical Dynamic Asset Pricing

Model Specification and Econometric Assessment

By Kenneth J. Singleton

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Publish Date

March 6, 2006

Publisher

Princeton University Press

Language

eng

Pages

496

Description:

subjects: Prijsvorming, Econometric models, Optionspreistheorie, Capital assets pricing model, Aandelen, Econometrische modellen, Ökonometrie, Capital-Asset-Pricing-Modell, Pricing, Portfolio-analyse