Empirical Dynamic Asset Pricing: Model Specification and Econometric AssessmentWritten 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