Empirical Dynamic Asset Pricing pdf epub mobi txt 电子书 下载 2024


Empirical Dynamic Asset Pricing

简体网页||繁体网页
Kenneth J. Singleton
Princeton University Press
2006-3-26
496
GBP 108.95
Hardcover
9780691122977

图书标签: 金融  资产定价  计量经济  经济,政治和历史  实证资产定价  博士用书  Pricing   


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发表于2024-11-08

Empirical Dynamic Asset Pricing epub 下载 mobi 下载 pdf 下载 txt 电子书 下载 2024

Empirical Dynamic Asset Pricing epub 下载 mobi 下载 pdf 下载 txt 电子书 下载 2024

Empirical Dynamic Asset Pricing pdf epub mobi txt 电子书 下载 2024



图书描述

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.

Empirical Dynamic Asset Pricing 下载 mobi epub pdf txt 电子书

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Empirical Dynamic Asset Pricing pdf epub mobi txt 电子书 下载
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不是搞这方面研究的,翻过几次,作者功力深厚,现在当JF主编,算是众望所归?

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

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

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

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

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Empirical Dynamic Asset Pricing pdf epub mobi txt 电子书 下载 2024


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