9780691122977 - empirical dynamic asset pricing: model specification and econometric assessment de singleton, kenneth j. (25 resultados)
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Librería: Labyrinth Books, Princeton, NJ, Estados Unidos de AmericaLabyrinth Books
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EUR 111,77
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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: Brook Bookstore On Demand, Napoli, NA, ItaliaBrook Bookstore On Demand
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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 119,82
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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 88,99
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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 129,13
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Librería: GreatBookPrices, Columbia, MD, Estados Unidos de AmericaGreatBookPrices
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EUR 131,07
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Condición: New.
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Librería: Rarewaves USA, OSWEGO, IL, Estados Unidos de AmericaRarewaves USA
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EUR 133,43
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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 139,95
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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: Majestic Books, Hounslow, Reino UnidoMajestic Books
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EUR 134,08
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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 134,47
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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 123,03
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Hardback. Condición: New. New copy - Usually dispatched within 4 working days.
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Librería: GreatBookPricesUK, Woodford Green, Reino UnidoGreatBookPricesUK
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EUR 135,43
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Condición: As New. Unread book in perfect condition.
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Librería: GreatBookPricesUK, Woodford Green, Reino UnidoGreatBookPricesUK
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EUR 137,37
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Condición: New.
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Librería: BennettBooksLtd, Los Angeles, CA, Estados Unidos de AmericaBennettBooksLtd
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EUR 149,16
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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 153,29
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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 136,13
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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 UK, London, Reino UnidoRarewaves.com UK
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EUR 131,82
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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: Revaluation Books, Exeter, Reino UnidoRevaluation Books
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EUR 195,73
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Hardcover. Condición: Brand New. 480 pages. 9.25x6.00x1.50 inches. In Stock.
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Librería: Revaluation Books, Exeter, Reino UnidoRevaluation Books
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EUR 144,96
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Hardcover. Condición: Brand New. 480 pages. 9.25x6.00x1.50 inches. In Stock. This item is printed on demand.
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Librería: moluna, Greven, Alemaniamoluna
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EUR 136,19
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Gebunden. Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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-ser…ies models, and the goodness-of-fit of preference-.
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Librería: preigu, Osnabrück, Alemaniapreigu
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EUR 141,25
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Buch. Condición: Neu. Empirical Dynamic Asset Pricing | Model Specification and Econometric Assessment | Kenneth J. Singleton | Buch | Einband - fest (Hardcover) | Englisch | 2006 | Princeton University Press | EAN 9780691122977 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot…]de | Anbieter: preigu Print on Demand.
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Librería: AHA-BUCH GmbH, Einbeck, AlemaniaAHA-BUCH GmbH
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EUR 168,75
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Buch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - 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 treatme…nt 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 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.
