Empirical Techniques In Finance
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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. EAN/ISBN : 9783540276425 Publisher(s): Springer, Berlin Discussed keywords: Finanzmarkt, konometrie Format: ePub/PDF Author(s): Bhar, Ramaprasad - Hamori, Shigeyuki
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