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

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

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