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