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.
Guardat en:
| Autor principal: | |
|---|---|
| Format: | Llibre |
| Idioma: | English |
| Publicat: |
Chichester, England ; New York :
John Wiley and Sons,
1996.
|
| Matèries: | |
| Etiquetes: |
Afegir etiqueta
Sense etiquetes, Sigues el primer a etiquetar aquest registre!
|
| Thư viện lưu trữ: | Mạng thư viện Đại học Đà Nẵng |
|---|