Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment

This book is very detailed. The math is sufficiently complex that you shouldn't try reading it before your morning coffee but that's what I needed. The explanations are helpful and intuitive, but it still takes real effort to understand because the material is quite dense.There are a few topics that I was hoping to see more on (namely quadratic term structure models) but it feels like that's more a feature of the state of the literature than a complaint against this book in general.It feels like this book is starting to get a bit dated (it was written before the ZLB!), but it is still really useful to have. I'm glad I purchased it.

Great Book!

A fantastic book. It's build in three parts: I-Numerics and Econometrics, II- preference based valuation and III-Arbitrage Valuation. Very useful for finance researchers.Moreover is not an expensive book (compared with similars).

Excellent