The econometrics of financial markets

• Date de parution : 15/01/1996
• Editeur : Princeton University Press
• EAN : 9780691043012
• Série : (-)
• Support : Papier

• Nombre de pages : 632
• Collection : (-)
• Genre : Anglais
• Thème : Economie en langue anglaise
• Prix littéraire(s) : (-)

Finance professionals routinely use sophisticated statistical techniques in portfolio management, proprietary trading, risk management, financial consulting, and securities regulation. This book covers empirical finance, including: the predictability of asset returns, tests of the Random Walk... Voir plus

Finance professionals routinely use sophisticated statistical techniques in portfolio management, proprietary trading, risk management, financial consulting, and securities regulation. This book covers empirical finance, including: the predictability of asset returns, tests of the Random Walk Hypothesis, event analysis, and more.