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.
Enregistré dans:
| Auteur principal: | |
|---|---|
| Format: | Livre |
| Langue: | English |
| Publié: |
Chichester, England ; New York :
John Wiley and Sons,
1996.
|
| Sujets: | |
| Tags: |
Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
|
| Thư viện lưu trữ: | Mạng thư viện Đại học Đà Nẵng |
|---|