Descargar Empirical dynamic asset pricing Epub Gratis
  • Autor: KENNETH J. SINGLETON
  • Editor: Princeton university press
  • Los datos publicados: 2009-12-13
  • ISBN: 9781400829231
  • Formato de libro: PDF, Epub, DOCx, TXT
  • Numero de paginas: pages
  • Tamaño del archivo: 51MB
  • Clasificacion:

Sinopsis de Empirical dynamic asset pricing de KENNETH J. SINGLETON:

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 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 Singletons 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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Comentarios

Brookshier

puedo decir sinceramente que era una de las mejores cosas que jamás he leído

Fausset

Gracias, interesante, aunque en mi pueblo usan métodos mas mmm…. chistosos,

Saizel

As? intenso! Uno de los mejores libros que he leído nunca.

Posis

Esta es probablemente una . de los mejores libros que he leído jamás

Loyce

link caido si puedes resubirlo gracias

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