Elements of Financial Econometrics
-10%
portes grátis
Elements of Financial Econometrics
Fan, Jianqing (Princeton University, New Jersey); Yao, Qiwei (London School of Economics and Political Science)
Cambridge University Press
03/2017
392
Dura
Inglês
9781107191174
15 a 20 dias
A compact, master's-level textbook on financial econometrics, focusing on methodology and including real financial data illustrations throughout. The mathematical level is purposely kept moderate, allowing the power of the quantitative methods to be understood without too much technical detail.
1. Asset returns; 2. Linear time series models; 3. Heteroscedastic volatility models; 4. Multivariate time series analysis; 5. Efficient portfolios and capital asset pricing model; 6. Factor pricing models; 7. Portfolio allocation and risk assessment; 8. Consumption-based CAPM; 9. Present-value models; References; Author index; Subject index.
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A compact, master's-level textbook on financial econometrics, focusing on methodology and including real financial data illustrations throughout. The mathematical level is purposely kept moderate, allowing the power of the quantitative methods to be understood without too much technical detail.
1. Asset returns; 2. Linear time series models; 3. Heteroscedastic volatility models; 4. Multivariate time series analysis; 5. Efficient portfolios and capital asset pricing model; 6. Factor pricing models; 7. Portfolio allocation and risk assessment; 8. Consumption-based CAPM; 9. Present-value models; References; Author index; Subject index.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
