Empirical dynamic asset pricing : model specification and econometric assessment /

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Singleton, Kenneth J.
Format: Electronic eBook
Language:Inglés
Published: Princeton : Princeton University Press, ©2006.
Series:Book collections on Project MUSE.
Subjects:
Pricing > Econometric models.
Capital assets pricing model.
Prix > Fixation > Modèles économétriques.
Modèle d'évaluation des actifs financiers.
BUSINESS & ECONOMICS > Investments & Securities > General.
BUSINESS & ECONOMICS / Econometrics
Capital assets pricing model
Pricing > Econometric models
Ökonometrie
Capital-Asset-Pricing-Modell
Optionspreistheorie
Portfolio-analyse.
Aandelen.
Prijsvorming.
Econometrische modellen.
Online Access:Texto completo
Table of Contents:
  • pt. 1. Econometric methods for analyzing DAPMs
  • pt. 2. Pricing kernels, preferences, and DAPMs
  • pt. 3. No-arbitrage DAPMs.

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