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

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.

Gardado en:
Detalles Bibliográficos
Autor Principal: Cuthbertson, Keith.
Formato: Libro
Idioma:English
Publicado: Chichester, England ; New York : John Wiley and Sons, 1996.
Những chủ đề:
Economics.
Foreign exchange.
Stocks.
Investments.
Bonds.
Investments > Mathematical models.
Capital assets pricing model.
Stocks > Mathematical models.
Bonds > Mathematical models.
Foreign exchange > Mathematical models.
Các nhãn: Engadir etiqueta
Sen Etiquetas, Sexa o primeiro en etiquetar este rexistro!
Thư viện lưu trữ: Mạng thư viện Đại học Đà Nẵng
LEADER 01416cam a2200421 i 4500
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 

Títulos similares