Singleton, Kenneth J.

Empirical dynamic asset pricing : model specification and econometric assessment / Kenneth J. Singleton - xiv, 480 pages : illustrations ; 25 cm

Includes bibliographical references (p. 435-464) and index

9780691122977

2005937679


Pricing--Econometric models
Capital assets pricing model.

HG4515.2 / .S55 2006 HG4515.2 / .S55 2006

332.6/01/5118