Paperback. Pub Date: 2019-05-01 Pages: 343 Language: Chinese Publisher: Shanghai University of Finance and Economics Press Empirical Dynamic Asset Pricing: Model Setting and Econometric Evaluation (Introduction) discusses empirical analysis of dynamic asset pricing models Interaction between financial economic theory. availability of relevant data. and choice of econometric methods .

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Title

Empirical Dynamic Asset Pricing: Model Setting and Econometric Evaluation (Introduction)(Chinese Edition)

ISBN 10

7564232439

ISBN 13

9787564232436

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paperback

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上海市“十二五”重点图书——“汉译经济学文库”之一，介绍了动态资产定价模型中模型说明、数据采集、经济计量检验之间的相互影响和相互作用。本书对在分析金融时间序列模型所使用的计量经济方法进行了深入的分析，并探讨了基于偏好和无套利模型的股票收益率和利率期限结构、股票和固定收益衍生品价格以及违约证券价格的拟合度.

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