About this title: Written by one of the leading experts in the field, this book focuses on the interplay between model specification, data collection, and econometric testing of dynamic asset pricing models. The first several chapters provide an in-depth treatment of the econometric methods used in analyzing financial time-series models. The remainder explores the goodness-of-fit of preference-based and no-arbitrage models of equity returns and the term structure of interest rates; equity and fixed-income derivatives prices; and the prices of defaultable securities. Singleton addresses the restrictions on the ...
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Description: 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 ISBN10: 0691122970. read more
Binding: Hardback
Publisher: University Presses of California, Columbia and Pri
Date Published: 2006
ISBN-13:9780691122977ISBN:0691122970
Description: New. Focuses on the interplay between model specification, data collection, and econometric testing of dynamic asset pricing models. This book includes the econometric methods used in analyzing financial time-series models, and the goodness-of-fit of prefe... read more
Description: New. Please note that deliveries to addresses in the UK and Europe will be in 4-14 business days. Other countries should refer to Alibris standard times. "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 ... read more
Binding: Hardback
Publisher: PRINCETON UNIV PR
Date Published: 2005
ISBN-13:9780691122977ISBN:0691122970
Description: 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 i... read more
Description: Like New. SHIPS FROM GERMANY. NO EXPEDITED SHIPPING! Allow 10-14 business days for delivery. Please always check the language in the product description section. Few left in stock-order soon. Selling online since 1995. Code: L20091126103202I. read more
Description: New. PLEASE NOTE that we do not offer expedited shipping. Orders placed with the priority shipping option will automatically be canceled. "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 ... read more
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