Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment. Model Specification and Econometric Assessment (Gebundene Ausgabe) von Kenneth J. Singleton   Synopsis: 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 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. a.areaLink, a.areaLink:visited { text-decoration: none; color: black; display: block; } .areaLink .innerLink { white-space: nowrap; text-decoration: underline; color: #039; } .crBlueBorder-tl { background: url( http://ec1.images-amazon.com/images/G/03/x-locale/communities/reviews/border-box-tl.jpg) no-repeat top left; width: 1em; } .crBlueBorder-tc { background: url( http://ec1.images-amazon.com/images/G/03/x-locale/communities/reviews/border-box-tc.jpg) repeat-x top; height: 1px; } .crBlueBorder-tr { background: url( http://ec1.images-amazon.com/images/G/03/x-locale/communities/reviews/border-box-tr.jpg) no-repeat top right; width: 1em; } .crBlueBorder-bl { background: url( http://ec1.images-amazon.com/images/G/03/x-locale/communities/reviews/border-box-bl.jpg) no-repeat bottom left; width: 1em; } .crBlueBorder-bc { background: url( http://ec1.images-amazon.com/images/G/03/x-locale/communities/reviews/border-box-bc.jpg) repeat-x bottom; height: 1px; } .crBlueBorder-br { background: url( http://ec1.images-amazon.com/images/G/03/x-locale/communities/reviews/border-box-br.jpg) no-repeat bottom right; height: 1em; } Rezensionen ansehen...   Angebote zu  Empirical ,  Dynamic ,  Asset  ab 1 Euro! Siehe auch folgende Artikel: Asset Price Dynamics, Volatility, and Prediction von Stephen Taylor Arbitrage Theory in Continuous Time (Oxford Finance) von Tomas Bjork Derivatives Models on Models von Espen Gaarder Haug Frequently Asked Questions in Quantitative Finance von Paul Wilmott Mehr zu  Econometrics,  Business & Investing,  Investing,  Popular Economics,  Finance Home ...,    Angebote ansehen ...,    Begleitseite ... Herausgeber dieser Seite ist DomainLoc.com GmbH - Partner von Amazon.de Copyright © DomainLoc.com GmbH (Impressum)