Empirical Dynamic Asset Pricing

Focuses on the interplay between model specification, data collection, and econometric testing of dynamic asset pricing models. This book includes the econometr... » 

Focuses on the interplay between model specification, data collection, and econometric testing of dynamic asset pricing models. This book includes the econometric methods used in analyzing financial time-series models, and the goodness-of-fit of preference-based and no-arbitrage models of equity returns and the term structure of interest rates. «