How Long to Read Empirical Dynamic Asset Pricing

How Long Does it Take to Read Empirical Dynamic Asset Pricing?

It takes the average reader 8 hours and 27 minutes to read Empirical Dynamic Asset Pricing by Kenneth J. Singleton

Assuming a reading speed of 250 words per minute. Learn more

Description

Written by one of the leading experts in the field, this book focuses on the interplay between model specification, data collection, and econometric testing of dynamic asset pricing models. The first several chapters provide an in-depth treatment of the econometric methods used in analyzing financial time-series models. The remainder explores the goodness-of-fit of preference-based and no-arbitrage models of equity returns and the term structure of interest rates; equity and fixed-income derivatives prices; and the prices of defaultable securities. Singleton addresses the restrictions on the joint distributions of asset returns and other economic variables implied by dynamic asset pricing models, as well as the interplay between model formulation and the choice of econometric estimation strategy. For each pricing problem, he provides a comprehensive overview of the empirical evidence on goodness-of-fit, with tables and graphs that facilitate critical assessment of the current state of the relevant literatures. As an added feature, Singleton includes throughout the book interesting tidbits of new research. These range from empirical results (not reported elsewhere, or updated from Singleton's previous papers) to new observations about model specification and new econometric methods for testing models. Clear and comprehensive, the book will appeal to researchers at financial institutions as well as advanced students of economics and finance, mathematics, and science.

How long is Empirical Dynamic Asset Pricing?

Empirical Dynamic Asset Pricing by Kenneth J. Singleton is 496 pages long, and a total of 126,976 words.

This makes it 167% the length of the average book. It also has 155% more words than the average book.

How Long Does it Take to Read Empirical Dynamic Asset Pricing Aloud?

The average oral reading speed is 183 words per minute. This means it takes 11 hours and 33 minutes to read Empirical Dynamic Asset Pricing aloud.

What Reading Level is Empirical Dynamic Asset Pricing?

Empirical Dynamic Asset Pricing is suitable for students ages 12 and up.

Note that there may be other factors that effect this rating besides length that are not factored in on this page. This may include things like complex language or sensitive topics not suitable for students of certain ages.

When deciding what to show young students always use your best judgement and consult a professional.

Where Can I Buy Empirical Dynamic Asset Pricing?

Empirical Dynamic Asset Pricing by Kenneth J. Singleton is sold by several retailers and bookshops. However, Read Time works with Amazon to provide an easier way to purchase books.

To buy Empirical Dynamic Asset Pricing by Kenneth J. Singleton on Amazon click the button below.