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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Библиографические подробности
Главный автор:	Cuthbertson, Keith.
Формат:	‌
Язык:	English
Опубликовано:	Chichester, England ; New York : John Wiley and Sons, 1996.
Предметы:	Economics. Foreign exchange. Stocks. Investments. Bonds. Investments > Mathematical models. Capital assets pricing model. Stocks > Mathematical models. Bonds > Mathematical models. Foreign exchange > Mathematical models.
Метки:	Добавить метку Нет меток, Требуется 1-ая метка записи!

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

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

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