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Empirical dynamic asset pricing : model specification and econometric assessment

Empirical dynamic asset pricing : model specification and econometric assessment (Loan 23 times)

Material type
단행본
Personal Author
Singleton, Kenneth J.
Title Statement
Empirical dynamic asset pricing : model specification and econometric assessment / Kenneth J. Singleton.
Publication, Distribution, etc
Princeton :   Princeton University Press ,   c2006.  
Physical Medium
xiv, 480 p. : ill. ; 25 cm.
ISBN
0691122970
Bibliography, Etc. Note
Includes bibliographical references (p. 435-464) and index.
Subject Added Entry-Topical Term
Pricing -- Econometric models. Capital assets pricing model.
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040 ▼a TEF ▼c TEF ▼d BAKER ▼d 211009
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050 4 ▼a HG4515.2 ▼b .S55 2006
082 0 4 ▼a 332.6/01/5118 ▼2 22
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100 1 ▼a Singleton, Kenneth J.
245 1 0 ▼a Empirical dynamic asset pricing : ▼b model specification and econometric assessment / ▼c Kenneth J. Singleton.
260 ▼a Princeton : ▼b Princeton University Press , ▼c c2006.
300 ▼a xiv, 480 p. : ▼b ill. ; ▼c 25 cm.
504 ▼a Includes bibliographical references (p. 435-464) and index.
650 0 ▼a Pricing ▼x Econometric models.
650 0 ▼a Capital assets pricing model.
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945 ▼a KINS
994 ▼a C0 ▼b KUB

Holdings Information

No. Location Call Number Accession No. Availability Due Date Make a Reservation Service
No. 1 Location Main Library/Western Books/ Call Number 332.6015118 S617e Accession No. 111357159 Availability Available Due Date Make a Reservation Service B M
No. 2 Location Main Library/Western Books/ Call Number 332.6015118 S617e Accession No. 111458270 Availability Available Due Date Make a Reservation Service B M

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