Empirical Dynamic Asset Pricing

Name: Empirical Dynamic Asset Pricing
SKU: 9780691122977
Price: 85.98 USD
Availability: InStock

SINGLETON,K

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Author

SINGLETON,K

Publish Date

03/01/2005

Subtitle

Model Specification and Econometric Assessment

Book Type

Hardcover

Number of Pages

480

Publisher Name

PUPRESS

ISBN-10

0691122970

ISBN-13

9780691122977

citemno

104717

SKU

9780691122977

Asset Pricing for Dynamic Economies

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Asset Pricing for Dynamic Economies

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Asset Price Dynamics, Volatility, and Prediction

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This book shows how current and recent market prices convey information about the probability distributions that govern future prices. Moving beyond purely theoretical models, Stephen Taylor applies...

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Empirical Dynamic Asset Pricing

SINGLETON,K

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Empirical Dynamic Asset Pricing

SINGLETON,K

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