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The elements of financial econometrics için kapak resmi
Başlık:
The elements of financial econometrics
Yazar:
Fan, Jianqing, author.
ISBN:
9781107191174
Yazar Ek Girişi:
Fiziksel Tanımlama:
xii, 381 pages ; 25 cm
İçerik:
Asset returns -- Linear time series models -- Heteroscedastic volatility models -- Multivariate time series analysis -- Efficient portfolios and capital asset pricing model -- Factor pricing models -- Portfolio allocation and risk assessment -- Consumption based CAPM -- Present-value models -- References -- Author index -- Subject index.
Özet:
A compact graduate textbook on financial econometrics, focusing on methodology and including real financial data illustrations throughout.
Yazar Ek Girişi:
Holds:
Copies:

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Library
Materyal Türü
Demirbaş
Yer Numarası
Durumu / Lokasyon / İade Tarihi
Arıyor...
Kitap EKOBKN0008398 332.015195 FAN 2017
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