Empirical dynamic asset pricing : model specification and econometric assessment / Kenneth J. Singleton.
By: Singleton, Kenneth J.
Princeton : Princeton University Press, 2006Description: xiv, 480 p. : ill. ; 25 cm.ISBN: 0691122970; 9780691122977.Subject(s): Capital assets pricing model | Pricing -- Econometric models | Portfolio-analyse | Aandelen | Prijsvorming | Econometrische modellen | Ökonometrie | Capital-Asset-Pricing-Modell | OptionspreistheorieGenre/Form: Print books.| Current location | Call number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|
| On Shelf | HG4515.2 .S55 2006 (Browse shelf) | Available | AU0000000009775 |
Total holds: 0
Includes bibliographical references (p. 435-464) and index.