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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Dades bibliogràfiques
Autor principal:	Cuthbertson, Keith.
Format:	Llibre
Idioma:	English
Publicat:	Chichester, England ; New York : John Wiley and Sons, 1996.
Matèries:	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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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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