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

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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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Detaylı Bibliyografya
Yazar:	Cuthbertson, Keith.
Materyal Türü:	Kitap
Dil:	English
Baskı/Yayın Bilgisi:	Chichester, England ; New York : John Wiley and Sons, 1996.
Konular:	Economics. Foreign exchange. Stocks. Investments. Bonds. Investments > Mathematical models. Capital assets pricing model. Stocks > Mathematical models. Bonds > Mathematical models. Foreign exchange > Mathematical models.
Etiketler:	Etiketle Etiket eklenmemiş, İlk siz ekleyin!

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

Diğer Bilgiler
Özet:	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.
Fiziksel Özellikler:	xix, 470 p. : ill. ; 24cm.
ISBN:	0471953601