Empirical dynamic asset pricing : model specification and econometric assessment /
Call Number: | Libro Electrónico |
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Main Author: | |
Format: | Electronic eBook |
Language: | Inglés |
Published: |
Princeton :
Princeton University Press,
©2006.
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Series: | Book collections on Project MUSE.
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Subjects: | |
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.