Author

Publication

2015-04-21 - WSPC, New Jersey, USA

Language

English

Word Count

152,500 words, Guess

Page Count

610 pages

Physical Format

Hardcover

Identifiers

  • ISBN-109814644005
  • ISBN-139789814644006
  • Library of Congress Control Number2015004328
  • OCLC Control Number910522783
  • OCLC Control Number902854258
and 2 more
  • Better World Books9789814644006
  • Open LibraryOL28373663M

Classifications

  • LCCHG106 .L557 2015
  • LCCHG106.L557 2015

Description

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;

Subjects

Other Editions

  • Financial Valuation And EconometricsHardcoverWSPC2015-04-21

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