-71%
44,95 €
Statt 155,99 €**
44,95 €
inkl. MwSt.
**Preis der gedruckten Ausgabe (Gebundenes Buch)
Sofort per Download lieferbar
Versandkostenfrei*
22 °P sammeln
-71%
44,95 €
Statt 155,99 €**
44,95 €
inkl. MwSt.
**Preis der gedruckten Ausgabe (Gebundenes Buch)
Sofort per Download lieferbar
Versandkostenfrei*

Alle Infos zum eBook verschenken
22 °P sammeln
Als Download kaufen
Statt 155,99 €**
-71%
44,95 €
inkl. MwSt.
**Preis der gedruckten Ausgabe (Gebundenes Buch)
Sofort per Download lieferbar
22 °P sammeln
Jetzt verschenken
Statt 155,99 €**
-71%
44,95 €
inkl. MwSt.
**Preis der gedruckten Ausgabe (Gebundenes Buch)
Sofort per Download lieferbar

Alle Infos zum eBook verschenken
22 °P sammeln
  • Format: PDF


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…mehr

  • Geräte: PC
  • mit Kopierschutz
  • eBook Hilfe
  • Größe: 18.33MB
  • FamilySharing(5)
Produktbeschreibung
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.

Dieser Download kann aus rechtlichen Gründen nur mit Rechnungsadresse in A, B, BG, CY, CZ, D, DK, EW, E, FIN, F, GR, HR, H, IRL, I, LT, L, LR, M, NL, PL, P, R, S, SLO, SK ausgeliefert werden.

Autorenporträt
University of Cambridge
Inhaltsangabe
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.
Rezensionen
'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