Quantitative financial economics : stocks, bonds, and foreign exchange /

QR kód

Quantitative financial economics : stocks, bonds, and foreign exchange /

Returns and valuation. Efficiency, predictability and volatility. The bond market. The foreign exchange market. Tests of the EMH using the VAR methodology. Time varying risk premia. Econometric issues in testing asset pricing models.

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Podrobná bibliografie
Hlavní autor:	Cuthbertson, Keith.
Médium:	Kniha
Jazyk:	English
Vydáno:	Chichester, England ; New York : John Wiley and Sons, 1996.
Témata:	Economics. Foreign exchange. Stocks. Investments. Bonds. Investments > Mathematical models. Capital assets pricing model. Stocks > Mathematical models. Bonds > Mathematical models. Foreign exchange > Mathematical models.
Tagy:	Přidat tag Žádné tagy, Buďte první, kdo otaguje tento záznam!

Thư viện lưu trữ:	Mạng thư viện Đại học Đà Nẵng

Popis
Shrnutí:	Returns and valuation. Efficiency, predictability and volatility. The bond market. The foreign exchange market. Tests of the EMH using the VAR methodology. Time varying risk premia. Econometric issues in testing asset pricing models.
Fyzický popis:	xix, 470 p. : ill. ; 24cm.
ISBN:	0471953601