Financial Valuation And Econometrics (2nd Edition)
World Scientific Publishing Co Pte Ltd (Verlag)
978-981-4667-72-2 (ISBN)
Probability Distribution and Statistics; Statistical Laws and Central Limit Theorem / Application: Stock Return Distributions; Two-Variable Linear Regression/Application: Financial Hedging; Model Estimation / Application: Capital Asset Pricing Model; Constrained Regression / Application: Cost of Capital; Time Series Analysis / Application: Inflation Forecasting; Random Walk / Application: Market Efficiency; Autoregression and Persistence / Application: Predictability; Estimation Errors and T-Tests / Application: Event Studies; Multiple Linear Regression and Stochastic Regressors; Dummy Variables and ANOVA / Application: Time Effect Anomalies; Specification Errors; Cross-Sectional Regression / Application: Testing CAPM; More Multiple Linear Regressions / Application: Multi-Factor Asset Pricing; Errors-in-Variable / Application: Exchange Rates and Risk Premium; Unit Root Processes / Application: Purchasing Power Parity; Conditional Heteroskedasticity / Application: Risk Estimation; Maximum Likelihood and Goodness of Fit / Application: Choice of Copulas; Mean Reverting Continuous Time Process / Application: Bonds and Term Structures; Implied Parameters / Application: Option Pricing; Generalised Method of Moments / Application: Consumption-Based Asset Pricing; Multiple Time Series Regression / Application: Term Structure of Volatilities; Fixed and Random Effects Model / Application: Synchronicity of Stock Returns; LOGIT and PROBIT Regressions / Application: Categorization and Prediction;
Erscheint lt. Verlag | 12.6.2015 |
---|---|
Verlagsort | Singapore |
Sprache | englisch |
Themenwelt | Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung |
Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie | |
ISBN-10 | 981-4667-72-2 / 9814667722 |
ISBN-13 | 978-981-4667-72-2 / 9789814667722 |
Zustand | Neuware |
Haben Sie eine Frage zum Produkt? |
aus dem Bereich