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.

में बचाया:
ग्रंथसूची विवरण
मुख्य लेखक: Cuthbertson, Keith.
स्वरूप: पुस्तक
भाषा:English
प्रकाशित: Chichester, England ; New York : John Wiley and Sons, 1996.
विषय:
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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