Applied Financial Econometrics Theory, Method and Applications /

Bibliographic Details
Main Author:	Maiti, Moinak (Author)
Corporate Author:	SpringerLink (Online service)
Summary:	XXIX, 287 p. 186 illus., 88 illus. in color. text
Language:	English
Published:	Singapore : Springer Nature Singapore : Imprint: Palgrave Macmillan, 2021.
Edition:	1st ed. 2021.
Subjects:	Finance. Econometrics. Financial Economics. Quantitative Economics.
Online Access:	https://doi.org/10.1007/978-981-16-4063-6
Format:	Electronic Book

Table of Contents:

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.

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