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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| 主要作者: | |
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| 格式: | 图书 |
| 语言: | English |
| 出版: |
Chichester, England ; New York :
John Wiley and Sons,
1996.
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| Thư viện lưu trữ: | Mạng thư viện Đại học Đà Nẵng |
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| LEADER | 01416cam a2200421 i 4500 | ||
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| 001 | 000047726 | ||
| 003 | 7419 | ||
| 005 | 20030319082846.0 | ||
| 008 | 010316|1996 vm 000 eng | ||
| 020 | |a 0471953601 | ||
| 040 | |a IRC |c IRC |d IRC | ||
| 041 | 0 | |a eng | |
| 082 | 1 | 4 | |a 332.6 |b CU-K |
| 100 | 1 | |a Cuthbertson, Keith. | |
| 245 | 0 | 0 | |a Quantitative financial economics : |b stocks, bonds, and foreign exchange / |c Keith Cuthbertson. |
| 260 | |a Chichester, England ; New York : |b John Wiley and Sons, |c 1996. | ||
| 300 | |a xix, 470 p. : |b ill. ; |c 24cm. | ||
| 520 | 3 | |a 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. | |
| 630 | 0 | 4 | |a Economics. |
| 630 | 0 | 4 | |a Foreign exchange. |
| 630 | 0 | 4 | |a Stocks. |
| 630 | 0 | 4 | |a Investments. |
| 630 | 0 | 4 | |a Bonds. |
| 650 | 0 | 4 | |a Investments |x Mathematical models. |
| 650 | 0 | 4 | |a Capital assets pricing model. |
| 650 | 0 | 4 | |a Stocks |x Mathematical models. |
| 650 | 0 | 4 | |a Bonds |x Mathematical models. |
| 650 | 0 | 4 | |a Foreign exchange |x Mathematical models. |
| OWN | |a DUT | ||
| 999 | |a From the UDN01 | ||
| TYP | |a Monograph | ||
| TYP | |a Printed language | ||
| 980 | |a Mạng thư viện Đại học Đà Nẵng | ||