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.

Gorde:

Xehetasun bibliografikoak
Egile nagusia:	Cuthbertson, Keith.
Formatua:	Liburua
Hizkuntza:	English
Argitaratua:	Chichester, England ; New York : John Wiley and Sons, 1996.
Gaiak:	Economics. Foreign exchange. Stocks. Investments. Bonds. Investments > Mathematical models. Capital assets pricing model. Stocks > Mathematical models. Bonds > Mathematical models. Foreign exchange > Mathematical models.
Etiketak:	Etiketa erantsi Etiketarik gabe, Izan zaitez lehena erregistro honi etiketa jartzen!

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

Izan zaitez lehena ohar bat uzten!

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

Antzeko izenburuak