Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment

Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment

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Author/Contributor(s): Singleton, Kenneth J
Publisher: Princeton University Press
Date: 03/26/2006
Binding: Hardcover
Condition: NEW

"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