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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| Κύριος συγγραφέας: | |
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| Μορφή: | Βιβλίο |
| Γλώσσα: | English |
| Έκδοση: |
Chichester, England ; New York :
John Wiley and Sons,
1996.
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| Θέματα: | |
| Ετικέτες: |
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| Thư viện lưu trữ: | Mạng thư viện Đại học Đà Nẵng |
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| Περίληψη: | 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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| Φυσική περιγραφή: | xix, 470 p. : ill. ; 24cm. |
| ISBN: | 0471953601 |