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Kenneth J. Singleton

Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment

Buch

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

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Produktdetails


  • ISBN: 978-0-691-12297-7
  • EAN: 9780691122977
  • Produktnummer: 2198840
  • Verlag: Princeton Univ Pr
  • Sprache: Englisch
  • Erscheinungsjahr: 2005
  • Seitenangabe: 480 S.
  • Masse: H24.0 cm x B16.4 cm x D4.5 cm 834 g
  • Gewicht: 834

Über den Autor


Kenneth J. Singleton is Adams Distinguished Professor of Management and Senior Associate Dean for Academic Affairs at the Graduate School of Business, Stanford University. A Fellow of the Econometric Society, he is the recipient of the organization's Frisch Prize. He is also the recipient of the Smith-Breeden Distinguished Paper Award from the Journal of Finance. Singleton is a director of the American Finance Association and was previously an editor of the Review of Financial Studies. He is coauthor, with Darrell Duffie, of Credit Risk: Pricing, Management, and Measurement (Princeton).

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