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Financial Econometrics
US $156,23
Ca.EUR 135,08
Artikelzustand:
- Sofort-KaufenFinancial Econometrics
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eBay-Artikelnr.:397247595901
Artikelmerkmale
- Artikelzustand
- subject_code
- KCH
- target_audience
- Professional and scholarly
- is_adult_product
- false
- edition_number
- 1
- binding
- paperback
- MPN
- Worked examples or Exercises; 96 Line dr
- batteries_required
- false
- manufacturer
- Cambridge University Press
- Brand
- Cambridge University Press
- number_of_items
- 1
- pages
- 584
- genre
- BUSINESS & ECONOMICS
- part_number
- Worked examples or Exercises; 96 Line dr
- publication_date
- 2019-02-21T00:00:01Z
- unspsc_code
- 55101500
- batteries_included
- false
- ISBN
- 9781316630334
Über dieses Produkt
Product Identifiers
Publisher
Cambridge University Press
ISBN-10
1316630331
ISBN-13
9781316630334
eBay Product ID (ePID)
5038484519
Product Key Features
Number of Pages
572 Pages
Publication Name
Financial Econometrics : Models and Methods
Language
English
Publication Year
2019
Subject
Finance / General, Econometrics
Type
Textbook
Subject Area
Business & Economics
Format
Trade Paperback
Dimensions
Item Height
1 in
Item Weight
44.1 Oz
Item Length
9.7 in
Item Width
7.5 in
Additional Product Features
Intended Audience
Scholarly & Professional
Dewey Edition
23
Reviews
Advance praise: 'Financial Econometrics: Models and Methods is an excellent book that provides rigorous and advanced econometric methods for testing financial theories. The book is very well structured and easy to follow. The author has successfully managed to simplify the theory of these methods, which makes the book highly recommended not only for Master's students, but also for practitioners who might be interested in using up-to-date econometric techniques for financial data analysis.' Abderrahim Taamouti, Durham University
Illustrated
Yes
Dewey Decimal
332.015195
Table Of Content
1. Introduction and background; 2. Econometric background; 3. Return predictability and the efficient markets hypothesis; 4. Robust tests and tests of nonlinear predictability of returns; 5. Empirical market microstructure; 6. Event study analysis; 7. Portfolio choice and testing the capital asset pricing model; 8. Multifactor pricing models; 9. Present value relations; 10. Intertemporal equilibrium pricing; 11. Volatility; 12. Continuous time processes; 13. Yield curve; 14. Risk management and tail estimation; 15. Exercises and complements; 16. Appendix.
Synopsis
This is a thorough exploration of the models and methods of financial econometrics by one of the world's leading financial econometricians and is for students in economics, finance, statistics, mathematics, and engineering who are interested in financial applications. Based on courses taught around the world, the up-to-date content covers developments in econometrics and finance over the last twenty years while ensuring a solid grounding in the fundamental principles of the field. Care has been taken to link theory and application to provide real-world context for students. Worked exercises and empirical examples have also been included to make sure complicated concepts are solidly explained and understood., This thorough exploration of the models and methods of financial econometrics is written by one of the world's leading financial econometricians. The up-to-date content covers developments in econometrics and finance over the last twenty years while ensuring a solid grounding in the fundamental principles of the subject.
LC Classification Number
HG176.5.L5 2019
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