Applied Financial Econometrics Theory, Method and Applications /
| Autor principal: | |
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| Autor corporatiu: | |
| Sumari: | XXIX, 287 p. 186 illus., 88 illus. in color. text |
| Idioma: | anglès |
| Publicat: |
Singapore :
Springer Nature Singapore : Imprint: Palgrave Macmillan,
2021.
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| Edició: | 1st ed. 2021. |
| Matèries: | |
| Accés en línia: | https://doi.org/10.1007/978-981-16-4063-6 |
| Format: | Electrònic Llibre |
Taula de continguts:
- Chapter 1. Scope and Methodology of Econometrics
- Chapter 2. Random Walk Hypothesis: Random Walk Models
- Chapter 3. Geometric Brownian Motion
- Chapter 4. Efficient Frontier
- Chapter 5. Portfolio Optimisation
- Chapter 6. Introduction to Asset Pricing Factor Models: CAPM Multifactor Asset Pricing Models
- Chapter 7. Risk Analysis: Volatility risk ARCH & GARCH Models Value at Risk Models, etc.