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- Phân loại: 332.09
- Tác giả: John Y. Campbell
- Thông tin XB: USA: Princeton University Press, 1997
- Mô tả vật lý: xviii, 611 p.: ill., 24 cm.
- Tóm tắt: "The Econometrics of Financial Markets" is a comprehensive textbook exploring quantitative methods in financial modeling, targeted at PhD students, advanced MBA students, and finance professionals. The book delves into topics like asset return predictability, the Random Walk Hypothesis, market microstructure, the CAPM and APT, interest rate term structures, and nonlinear financial models. It combines theoretical econometric approaches with practical financial applications and discusses recent empirical ...
- Từ khóa: Financial Econometrics; Asset Pricing; Statistical Techniques; Empirical Finance; Econometrics models
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