Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment (by Kenneth J. Singleton) →
“Experienced practitioners who seek a detailed review of the subject will find Singleton’s book very appealing. Even determined initiates with a sense of adventure will benefit from Singleton’s excellent presentation of this highly technical material. The bottom line is that whether you are an initiate or experienced practitioner, Singleton’s book deserves space on your shelf.”
reviewed for Journal of Investment Management, 2006, Fourth Quarter
