Empirical Dynamic Asset Pricing

Hardback. New. 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.

Princeton University Press, 2006-03-26. Hardcover. New. New. In shrink wrap. Looks like an interesting title!

hardcover. Good. Access codes and supplements are not guaranteed with used items. May be an ex-library book.