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  1. Empirical dynamic asset pricing
    model specification and econometric assessment
    Author: Singleton, Kenneth J.
    Published: 2006
    Publisher:  Princeton Univ. Press, Princeton, NJ [u.a.]

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    Technische Universität Chemnitz, Universitätsbibliothek
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    Leibniz-Institut für Agrarentwicklung in Transformationsökonomien, Bibliothek
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    Universitäts- und Landesbibliothek Sachsen-Anhalt / Zentrale
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    Staats- und Universitätsbibliothek Hamburg Carl von Ossietzky
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    Technische Informationsbibliothek (TIB) / Leibniz-Informationszentrum Technik und Naturwissenschaften und Universitätsbibliothek
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    KIT-Bibliothek, Fachbibliothek Mathematik
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    Mathematisches Forschungsinstitut Oberwolfach gGmbH, Bibliothek
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    Universität des Saarlandes, Wirtschaftswissenschaftliche Seminarbibliothek, Volkswirtschaftliche Abteilung
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    EBS Universität für Wirtschaft und Recht, Learning Center, Standort Wiesbaden, Fachbibliothek Rechtswissenschaften
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    Chair of Asset Management
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    ISBN: 9780691122977; 0691122970
    Other identifier:
    9780691122977
    RVK Categories: QK 600 ; QK 622 ; QK 800
    Subjects: CAPM; Optionspreistheorie; Schätztheorie; Modellierung; Theorie; Capital assets pricing model; Pricing
    Scope: XIV, 480 S., graph. Darst.
    Notes:

    Literaturverz. S. 435 - 464