01416cam a2200421 i 4500 000047726 7419 20030319082846.0 010316|1996 vm 000 eng 0471953601 IRC IRC IRC eng 332.6 CU-K Cuthbertson, Keith. Quantitative financial economics : stocks, bonds, and foreign exchange / Keith Cuthbertson. Chichester, England ; New York : John Wiley and Sons, 1996. xix, 470 p. : ill. ; 24cm. 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. Economics. Foreign exchange. Stocks. Investments. Bonds. Investments Mathematical models. Capital assets pricing model. Stocks Mathematical models. Bonds Mathematical models. Foreign exchange Mathematical models. DUT From the UDN01 Monograph Printed language Mạng thư viện Đại học Đà Nẵng