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Empirical Techniques in Finance

Empirical Techniques in Finance

Ramaprasad Bhar / Shigeyuki Hamori

220,15 €
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Editorial:
Springer Nature B.V.
Año de edición:
2010
Materia
Finanzas
ISBN:
9783642064173
220,15 €
IVA incluido
Disponible

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Sobre IBD

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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