Statistical Models and Methods for Financial Markets (Paperback)

Basic Statistical Methods and Financial Applications.- Linear Regression Models.- Multivariate Analysis and Likelihood Inference.- Basic Investment Models and Their Statistical Analysis.- Parametric Models and Bayesian Methods.- Time Series Modeling and Forecasting.- Dynamic Models of Asset Returns and Their Volatilities.- Advanced Topics in Quantitative Finance.- Nonparametric Regression and Substantive-Empirical Modeling.- Option Pricing and Market Data.- Advanced Multivariate and Time Series Methods in Financial Econometrics.- Interest Rate Markets.- Statistical Trading Strategies.- Statistical Methods in Risk Management.