Empirical Dynamic Asset Pricing
Subtitle: Model Specification and Econometric Assessment
Publisher: Princeton University Press
Published: March 6, 2006
Language: eng
Format: Hardcover
Number of pages: 536
ISBN-13: 9780691122977
Subjects: Investment & securities; Econometrics; Business & Economics; Business / Economics / Finance; Business/Economics; Finance; Business & Economics / Econometrics; Economics; Mathematics; Capital assets pricing model; Econometric models; Pricing