9780691122977 - empirical dynamic asset pricing: model specification and econometric assessment de singleton, kenneth j. (24 resultados)
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Librería: BooksRun, Philadelphia, PA, Estados Unidos de AmericaBooksRun
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EUR 66,71
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Hardcover. Condición: Fair. The item might be beaten up but readable. May contain markings or highlighting, as well as stains, bent corners, or any other major defect, but the text is not obscured in any way.
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Librería: Labyrinth Books, Princeton, NJ, Estados Unidos de AmericaLabyrinth Books
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EUR 74,73
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EUR 99,01
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Librería: PBShop.store US, Wood Dale, IL, Estados Unidos de AmericaPBShop.store US
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EUR 101,36
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HRD. Condición: New. New Book. Shipped from UK. Established seller since 2000.
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Librería: GreatBookPricesUK, Woodford Green, Reino UnidoGreatBookPricesUK
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Librería: Brook Bookstore On Demand, Napoli, NA, ItaliaBrook Bookstore On Demand
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EUR 107,01
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Librería: Kennys Bookshop and Art Galleries Ltd., Galway, GY, IrlandaKennys Bookshop and Art Galleries Ltd.
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EUR 106,95
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Condición: 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 preference-based and no-arbitrage models of equity returns and the t…erm structure of interest rates. Num Pages: 496 pages, 32 line illus.26 tables. BIC Classification: KFFM. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 229 x 152 x 38. Weight in Grams: 828. . 2006. Hardcover. . . . .
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Librería: PBShop.store UK, Fairford, GLOS, Reino UnidoPBShop.store UK
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EUR 118,79
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HRD. Condición: New. New Book. Shipped from UK. Established seller since 2000.
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Librería: online-buch-de, Dozwil, , Suizaonline-buch-de
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EUR 87,64
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Hardcover Mar 06, 2006. Condición: gebraucht; wie neu. Hardcover Leinen mit Schutzumschlag, ungelesen.
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Librería: GreatBookPrices, Columbia, MD, Estados Unidos de AmericaGreatBookPrices
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EUR 127,26
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Condición: As New. Unread book in perfect condition.
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Librería: Rarewaves USA, OSWEGO, IL, Estados Unidos de AmericaRarewaves USA
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EUR 132,96
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Hardback. Condición: New. 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 ti…me-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 joint distributions of asset returns and other economic variables implied by dynamic asset pricing models, as well as the interplay between model formulation and the choice of econometric estimation strategy. For each pricing problem, he provides a comprehensive overview of the empirical evidence on goodness-of-fit, with tables and graphs that facilitate critical assessment of the current state of the relevant literatures. As an added feature, Singleton includes throughout the book interesting tidbits of new research.These range from empirical results (not reported elsewhere, or updated from Singleton's previous papers) to new observations about model specification and new econometric methods for testing models. Clear and comprehensive, the book will appeal to researchers at financial institutions as well as advanced students of economics and finance, mathematics, and science.
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Librería: Rarewaves.com USA, London, LONDO, Reino UnidoRarewaves.com USA
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EUR 138,49
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Hardback. Condición: New. 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 ti…me-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 joint distributions of asset returns and other economic variables implied by dynamic asset pricing models, as well as the interplay between model formulation and the choice of econometric estimation strategy. For each pricing problem, he provides a comprehensive overview of the empirical evidence on goodness-of-fit, with tables and graphs that facilitate critical assessment of the current state of the relevant literatures. As an added feature, Singleton includes throughout the book interesting tidbits of new research.These range from empirical results (not reported elsewhere, or updated from Singleton's previous papers) to new observations about model specification and new econometric methods for testing models. Clear and comprehensive, the book will appeal to researchers at financial institutions as well as advanced students of economics and finance, mathematics, and science.
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Librería: GreatBookPricesUK, Woodford Green, Reino UnidoGreatBookPricesUK
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EUR 123,07
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Condición: As New. Unread book in perfect condition.
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Librería: Majestic Books, Hounslow, , Reino UnidoMajestic Books
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EUR 133,61
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Condición: New. pp. xiv + 480 Illus.
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Librería: Kennys Bookstore, Olney, MD, Estados Unidos de AmericaKennys Bookstore
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EUR 133,99
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Condición: 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 preference-based and no-arbitrage models of equity returns and the t…erm structure of interest rates. Num Pages: 496 pages, 32 line illus.26 tables. BIC Classification: KFFM. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 229 x 152 x 38. Weight in Grams: 828. . 2006. Hardcover. . . . . Books ship from the US and Ireland.
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Librería: THE SAINT BOOKSTORE, Southport, , Reino UnidoTHE SAINT BOOKSTORE
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EUR 121,96
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Hardback. Condición: New. New copy - Usually dispatched within 4 working days.
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Librería: BennettBooksLtd, Los Angeles, CA, Estados Unidos de AmericaBennettBooksLtd
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EUR 148,63
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hardcover. Condición: New. In shrink wrap. Looks like an interesting title.
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Librería: Books Puddle, New York, NY, Estados Unidos de AmericaBooks Puddle
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EUR 152,74
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Condición: New. pp. xiv + 480.
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Librería: Rarewaves USA United, OSWEGO, IL, Estados Unidos de AmericaRarewaves USA United
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EUR 135,89
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Hardback. Condición: New. 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 ti…me-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 joint distributions of asset returns and other economic variables implied by dynamic asset pricing models, as well as the interplay between model formulation and the choice of econometric estimation strategy. For each pricing problem, he provides a comprehensive overview of the empirical evidence on goodness-of-fit, with tables and graphs that facilitate critical assessment of the current state of the relevant literatures. As an added feature, Singleton includes throughout the book interesting tidbits of new research.These range from empirical results (not reported elsewhere, or updated from Singleton's previous papers) to new observations about model specification and new econometric methods for testing models. Clear and comprehensive, the book will appeal to researchers at financial institutions as well as advanced students of economics and finance, mathematics, and science.
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Librería: moluna, Greven, , Alemaniamoluna
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EUR 147,62
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Condición: 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 preference-.
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Librería: Revaluation Books, Exeter, , Reino UnidoRevaluation Books
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EUR 194,35
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Hardcover. Condición: Brand New. 480 pages. 9.25x6.00x1.50 inches. In Stock.
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Librería: Rarewaves.com UK, London, Reino UnidoRarewaves.com UK
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EUR 130,68
Envío por EUR 75,33Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 2 disponibles
Hardback. Condición: New. 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 ti…me-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 joint distributions of asset returns and other economic variables implied by dynamic asset pricing models, as well as the interplay between model formulation and the choice of econometric estimation strategy. For each pricing problem, he provides a comprehensive overview of the empirical evidence on goodness-of-fit, with tables and graphs that facilitate critical assessment of the current state of the relevant literatures. As an added feature, Singleton includes throughout the book interesting tidbits of new research.These range from empirical results (not reported elsewhere, or updated from Singleton's previous papers) to new observations about model specification and new econometric methods for testing models. Clear and comprehensive, the book will appeal to researchers at financial institutions as well as advanced students of economics and finance, mathematics, and science.
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Librería: AHA-BUCH GmbH, Einbeck, AlemaniaAHA-BUCH GmbH
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EUR 204,42
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Buch. Condición: Neu. Neuware - '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 twent…y-five years' worth of incredibly influential research on the topic, Kenneth Singleton was the perfect person to write it.'--Mikhail Chernov, Columbia University.
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Librería: Revaluation Books, Exeter, , Reino UnidoRevaluation Books
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EUR 143,70
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Hardcover. Condición: Brand New. 480 pages. 9.25x6.00x1.50 inches. In Stock. This item is printed on demand.
