Showing 1 - 6 results of 6 for search 'Singleton, Kenneth', query time: 0.01s Refine Results
  1. 1

    Empirical dynamic asset pricing model specification and econometric assessment by Singleton, Kenneth J.

    Published 2006
    Book

    Empirical dynamic asset pricing model specification and econometric assessment
  2. 2

    Credit risk pricing, measurement, and management by Duffie, Darrell

    Published 2003
    Book

    Credit risk pricing, measurement, and management
  3. 3

    Expectation puzzles, time-varying risk premia, and dynamic models of the term structure by Dai, Qiang

    Published 2001
    Book

    Expectation puzzles, time-varying risk premia, and dynamic models of the term structure
  4. 4

    Transform analysis and asset pricing for affine jump-diffusions by Duffie, Darrell

    Published 1999
    Book

    Transform analysis and asset pricing for affine jump-diffusions
  5. 5

    Specifications analysis of affine term structure models by Dai, Qiang

    Published 1997
    Click here to download the fulltext
    Book

    Specifications analysis of affine term structure models
  6. 6

    Japanese monetary policy

    Published 1993
    Book

    Japanese monetary policy

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