Empirical dynamic asset pricing : model specification and econometric assessment / Kenneth J. Singleton.

Bibliographic Details
Main Author: Singleton, Kenneth J.
Language:English
Published: Princeton : Princeton University Press, [2006], ©2006.
Subjects:
Physical Description:xiv, 480 pages : illustrations ; 25 cm
Format: Book

MARC

LEADER 00000nam a2200000Ia 4500
001 in00003469747
003 OCoLC
005 20220616095417.0
008 060310t20062006njua b 001 0 eng d
010 |a  2005937679 
020 |a 0691122970 
024 3 |a 9780691122977 
035 |a (OCoLC)64587924 
040 |a TEF  |c TEF  |d BAKER  |d UtOrBLW 
049 |a EEMR 
050 4 |a HG4515.2  |b .S55 2006 
082 0 4 |a 332.6/01/5118  |2 22 
100 1 |a Singleton, Kenneth J.  |0 http://id.loc.gov/authorities/names/n86060880 
245 1 0 |a Empirical dynamic asset pricing :  |b model specification and econometric assessment /  |c Kenneth J. Singleton. 
260 |a Princeton :  |b Princeton University Press,  |c [2006], ©2006. 
300 |a xiv, 480 pages :  |b illustrations ;  |c 25 cm 
336 |a text  |b txt  |2 rdacontent 
337 |a unmediated  |b n  |2 rdamedia 
338 |a volume  |b nc  |2 rdacarrier 
504 |a Includes bibliographical references (pages 435-464) and index. 
650 0 |a Pricing  |x Econometric models.  |0 http://id.loc.gov/authorities/subjects/sh85106617 
650 0 |a Capital assets pricing model.  |0 http://id.loc.gov/authorities/subjects/sh85019932 
907 |y .b49989893  |b 211114  |c 060424 
998 |a mn  |b 060510  |c m  |d a   |e -  |f eng  |g nju  |h 0  |i 2 
994 |a 92  |b EEM 
999 f f |i 551c8b70-9f3b-5c8b-b504-7848d4490ac8  |s ae2bcebd-bfda-5b82-8531-8d13e08eade9  |t 0 
952 f f |p Can Circulate  |a Michigan State University-Library of Michigan  |b Michigan State University  |c MSU Main Library  |d MSU Main Library  |t 0  |e HG4515.2 .S55 2006  |h Library of Congress classification  |i Printed Material  |m 31293027779408  |n 1