Financial Economics and Econometrics
portes grátis
Financial Economics and Econometrics
Laopodis, Nikiforos T.
Taylor & Francis Ltd
12/2021
730
Dura
Inglês
9781032070186
15 a 20 dias
1580
Descrição não disponível.
Part I Characteristics of financial data and univariate models 1. Introduction to Financial Economics and Econometrics 2. How to Write a Research Paper 3. The Characteristics of Financial Series 4. Univariate Properties of Financial Time Series 5. Short- and Long-run Relationships among Time Series Part II Asset returns 6. The Efficient Market Hypothesis and Tests 7. The Capital Asset Pricing Model and its Variants 8. Multifactor Models and the Arbitrage Pricing Theory Part III Interest rates, yields and spreads 9. The Risks and the Term Structure of Interest Rates 10. Yields, Spreads and Exchange Rates Part IV Volatility and correlation 11. Volatility Modeling and Forecasting 12. Correlation Modeling Part V Topics in financial management 13. Capital Structure and Dividend Decisions 14. Mergers, acquisitions and corporate restructurings 15. Contemporary Topics in Financial Economics
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
Economics;Econometrics;Financial;Conventional CAPM;TED Spread;EUR Exchange Rate;IBM Stock;Volatility Risk Premium;Conditional VaR;VEC Model;Consumption CAPM;Multivariate GARCH Model;CAPM Beta;Arbitrage Pricing Theory;Market Portfolio;Financial Time Series;EWMA;Time Series Regressions;MGARCH Model;MSM;GARCH Model;Sharpe Lintner CAPM;GARCH Type Model;Cointegrating Vector;YCS;Acquiring Firms;DCC;News Impact Curves
Part I Characteristics of financial data and univariate models 1. Introduction to Financial Economics and Econometrics 2. How to Write a Research Paper 3. The Characteristics of Financial Series 4. Univariate Properties of Financial Time Series 5. Short- and Long-run Relationships among Time Series Part II Asset returns 6. The Efficient Market Hypothesis and Tests 7. The Capital Asset Pricing Model and its Variants 8. Multifactor Models and the Arbitrage Pricing Theory Part III Interest rates, yields and spreads 9. The Risks and the Term Structure of Interest Rates 10. Yields, Spreads and Exchange Rates Part IV Volatility and correlation 11. Volatility Modeling and Forecasting 12. Correlation Modeling Part V Topics in financial management 13. Capital Structure and Dividend Decisions 14. Mergers, acquisitions and corporate restructurings 15. Contemporary Topics in Financial Economics
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
Economics;Econometrics;Financial;Conventional CAPM;TED Spread;EUR Exchange Rate;IBM Stock;Volatility Risk Premium;Conditional VaR;VEC Model;Consumption CAPM;Multivariate GARCH Model;CAPM Beta;Arbitrage Pricing Theory;Market Portfolio;Financial Time Series;EWMA;Time Series Regressions;MGARCH Model;MSM;GARCH Model;Sharpe Lintner CAPM;GARCH Type Model;Cointegrating Vector;YCS;Acquiring Firms;DCC;News Impact Curves
