Empirical Techniques in Finance

This book offers the opportunity to study and experience advanced empi- cal techniques in finance and in general financial economics. It is not only suitable for students with an interest in the field, it is also highly rec- mended for academic researchers as well as the researchers in the industry....

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Bhar, Ramaprasad (Autor), Hamori, Shigeyuki (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2005.
Edición:1st ed. 2005.
Colección:Springer Finance,
Temas:
Finance.
Social sciences > Mathematics.
Econometrics.
Financial Economics.
Mathematics in Business, Economics and Finance.
Quantitative Economics.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • Basic Probability Theory and Markov Chains
  • Estimation Techniques
  • Non-Parametric Method of Estimation
  • Unit Root, Cointegration and Related Issues
  • VAR Modeling
  • Time Varying Volatility Models
  • State-Space Models (I)
  • State-Space Models (II)
  • Discrete Time Real Asset Valuation Model
  • Discrete Time Model of Interest Rate
  • Global Bubbles in Stock Markets and Linkages
  • Forward FX Market and the Risk Premium
  • Equity Risk Premia from Derivative Prices.

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