Empirical dynamic asset pricing : model specification and econometric assessment
Kenneth J. Singleton
| Year of publication: |
2006
|
|---|---|
| Authors: | Singleton, Kenneth J. |
| Publisher: |
Princeton, NJ [u.a.] : Princeton Univ. Press |
| Subject: | CAPM | Optionspreistheorie | Option pricing theory | Schätztheorie | Estimation theory | Modellierung | Scientific modelling | Theorie | Theory | Capital-Asset-Pricing-Modell | Ökonometrie |
| Description of contents: | Table of Contents [swbplus.bsz-bw.de] ; Description [loc.gov] ; Description [loc.gov] ; Description [bvbr.bib-bvb.de] ; Description [swbplus.bsz-bw.de] ; Description [zbmath.org] |
| Extent: | XIV, 480 S. graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 435 - 464 |
| ISBN: | 978-0-691-12297-7 ; 0-691-12297-0 ; 978-0-691-12297-7 |
| Classification: | Geld, Inflation, Kapitalmarkt |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003310745