Nur 66.51 EUR Versandkosten: 2-3 Tage 0.00 EUR The Econometrics of Financial Markets
This graduate-level textbook is intended for PhD students, advanced MBA students, and industry professionals interested in the econometrics of financial modeling. The book covers the entire spectrum of empirical finance, including the predictability of asset returns, tests of the random walk hypothesis, the microstructure of securities markets, event analysis, the Capital Asset Pricing Model and the Arbitrage Pricing Theory, the term structure of interest rates, dynamic models of economic equilibrium, and nonlinear financial models such as ARCH, neural networks, statistical fractals, and chaos theory. Each chapter develops statistical techniques within the context of a particular ...
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Dieses Produkt wurde von Arvelle am Tuesday, dem 8. April 2014 aktualisiert und von uns zuletzt am Monday, dem 14. April 2014 auf Preis und Verfügbarkeit überprüft.
