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· 제목 : Empirical Techniques in Finance (Hardcover, 2005)
· 분류 : 외국도서 > 경제경영 > 금융/재정 > 일반
· ISBN : 9783540251231
· 쪽수 : 243쪽
· 출판일 : 2005-05-09
· 분류 : 외국도서 > 경제경영 > 금융/재정 > 일반
· ISBN : 9783540251231
· 쪽수 : 243쪽
· 출판일 : 2005-05-09
목차
Introduction. - 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. - Index.
