Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment
This book fills a huge gap. It goes beyond the detailed description of methodology to provide a critical overview of findings in the literature. As a result, it not only offers the state of the art, but identifies the paths for future research--an invaluable textbook feature. With more than twenty-five years' worth of incredibly influential research on the topic, Kenneth Singleton was the perfect person to write it.--Mikhail Chernov, Columbia University
CHF 148.00
Preise inkl. MwSt. und Versandkosten (Portofrei ab CHF 40.00)
V105:
Folgt in ca. 15 Arbeitstagen
Produktdetails
- ISBN: 978-0-691-12297-7
- EAN: 9780691122977
- Produktnummer: 2198840
- Verlag: Princeton Univ Pr
- Sprache: Englisch
- Erscheinungsjahr: 2005
- Seitenangabe: 480 S.
- Masse: H24.0 cm x B16.4 cm x D4.5 cm 834 g
- Gewicht: 834
Über den Autor
Kenneth J. Singleton is Adams Distinguished Professor of Management and Senior Associate Dean for Academic Affairs at the Graduate School of Business, Stanford University. A Fellow of the Econometric Society, he is the recipient of the organization's Frisch Prize. He is also the recipient of the Smith-Breeden Distinguished Paper Award from the Journal of Finance. Singleton is a director of the American Finance Association and was previously an editor of the Review of Financial Studies. He is coauthor, with Darrell Duffie, of Credit Risk: Pricing, Management, and Measurement (Princeton).
3 weitere Werke von Kenneth J. Singleton:
Bewertungen
Anmelden