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Singleton, Kenneth J.
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Empirical dynamic asset pricing : model specification and econometric assessment
.
by
Singleton, Kenneth J.
; Princeton, N.J.: Princeton University Press, 2006.
Subject:
Pricing -- Econometric models
;
Capital assets pricing models
.
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Relevance: 15.06%
Japanese monetary policy
.
Chicago: University of Chicago Press, 1993.
Subject:
Monetary policy -- Japan -- Congresses
.
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Relevance: 15.06%
H. L. Mencken and the American mercury adventure
.
by
Singleton, Marvin Kenneth
; Durham, N. C.: Duke University Press, 1962.
Subject:
Mencken, Henry Louis, 1880-1956
;
The American mercury
.
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Relevance: 14.89%
Transform analysis and asset pricing for affine jump-diffusions
.
by
Duffie, Darrell.
; Cambridge: National Bureau of Economic Research, 1999.
Subject:
Option value -- Econometric models
;
Options (Finance) -- Prices -- Econometric models.
;
Bonds -- Valuation -- Econometric models
;
Jump processes
;
Diffusion processes
;
Integral functions
.
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Relevance: 11.71%
Credit risk : pricing, measurement, and management
.
by
Duffie, Darrell
; Princeton, N.J.: Princeton University Press, 2003.
Subject:
Credit -- Management
;
Risk management
.
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Relevance: 10.94%
Specifications analysis of affine term structure models
.
by
Dai, Qiang
; Cambridge: National Bureau of Economic Research, 1997.
Subject:
Bonds -- Prices -- Econometric models
.
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Relevance: 10.94%
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