Financial Valuation And Econometrics

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Last edited by ImportBot
August 17, 2023 | History

Financial Valuation And Econometrics

Second edition
  • 1 Currently reading

Probability Distribution and Statistics; Statistical Laws and Central Limit Theorem /Application: Stock Return Distributions; Two-Variable Linear Regression/Application: Financial Hedging; Model Estimation/Application: Capital Asset Pricing Model; Constrained Regression/ Application: Cost of Capital; Time Series Analysis/ Application: Inflation Forecasting; Random Walk/ Application: Market Efficiency; Autoregression and Persistence / Application: Predictability; Estimation Errors and T-Tests / Application: Event Studies; Multiple Linear Regression and Stochastic Regressors; Dummy Variables and ANOVA / Application: Time Effect Anomalies; Specification Errors; Cross-Sectional Regression / Application: Testing CAPM; More Multiple Linear Regressions / Application: Multi-Factor Asset Pricing; Errors-in-Variable / Application: Exchange Rates and Risk Premium; Unit Root Processes / Application: Purchasing Power Parity; Conditional Heteroskedasticity / Application: Risk Estimation; Maximum Likelihood and Goodness of Fit / Application: Choice of Copulas; Mean Reverting Continuous Time Process / Application: Bonds and Term Structures; Implied Parameters / Application: Option Pricing; Generalised Method of Moments / Application: Consumption-Based Asset Pricing; Cross-Sectional Time Series Regression / Application: Term Structure of Volatilities; Fixed and Random Effects Model / Application: Synchronicity of Stock Returns; LOGIT and PROBIT Regressions;

Publish Date
Publisher
WSPC
Language
English
Pages
610

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Edition Availability
Cover of: Financial Valuation And Econometrics
Financial Valuation And Econometrics
April 21, 2015, WSPC
Hardcover in English - Second edition
Cover of: Financial valuation and econometrics
Financial valuation and econometrics
2011, World Scientific Pub.
in English

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Book Details


Edition Notes

Includes index

Published in
New Jersey, USA

Classifications

Library of Congress
HG106 .L557 2015, HG106.L557 2015

The Physical Object

Format
Hardcover
Number of pages
610
Weight
3 pounds

ID Numbers

Open Library
OL28373663M
ISBN 10
9814644005
ISBN 13
9789814644006
LCCN
2015004328
OCLC/WorldCat
910522783, 902854258

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History

Download catalog record: RDF / JSON
August 17, 2023 Edited by ImportBot import existing book
September 21, 2020 Edited by MARC Bot import existing book
July 25, 2020 Edited by Kaustubh Chakraborty Added new edition
October 22, 2011 Created by LC Bot import new book