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Financial Econometrics
US $156.23
ApproximatelyS$ 203.29
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eBay item number:397247595901
Item specifics
- Condition
- Brand New: A new, unread, unused book in perfect condition with no missing or damaged pages. See all condition definitionsopens in a new window or tab
- subject_code
- KCH
- target_audience
- Professional and scholarly
- is_adult_product
- false
- edition_number
- 1
- binding
- paperback
- MPN
- Worked examples or Exercises; 96 Line dr
- batteries_required
- false
- manufacturer
- Cambridge University Press
- Brand
- Cambridge University Press
- number_of_items
- 1
- pages
- 584
- genre
- BUSINESS & ECONOMICS
- part_number
- Worked examples or Exercises; 96 Line dr
- publication_date
- 2019-02-21T00:00:01Z
- unspsc_code
- 55101500
- batteries_included
- false
- ISBN
- 9781316630334
About this product
Product Identifiers
Publisher
Cambridge University Press
ISBN-10
1316630331
ISBN-13
9781316630334
eBay Product ID (ePID)
5038484519
Product Key Features
Number of Pages
572 Pages
Publication Name
Financial Econometrics : Models and Methods
Language
English
Publication Year
2019
Subject
Finance / General, Econometrics
Type
Textbook
Subject Area
Business & Economics
Format
Trade Paperback
Dimensions
Item Height
1 in
Item Weight
44.1 Oz
Item Length
9.7 in
Item Width
7.5 in
Additional Product Features
Intended Audience
Scholarly & Professional
Dewey Edition
23
Reviews
Advance praise: 'Financial Econometrics: Models and Methods is an excellent book that provides rigorous and advanced econometric methods for testing financial theories. The book is very well structured and easy to follow. The author has successfully managed to simplify the theory of these methods, which makes the book highly recommended not only for Master's students, but also for practitioners who might be interested in using up-to-date econometric techniques for financial data analysis.' Abderrahim Taamouti, Durham University
Illustrated
Yes
Dewey Decimal
332.015195
Table Of Content
1. Introduction and background; 2. Econometric background; 3. Return predictability and the efficient markets hypothesis; 4. Robust tests and tests of nonlinear predictability of returns; 5. Empirical market microstructure; 6. Event study analysis; 7. Portfolio choice and testing the capital asset pricing model; 8. Multifactor pricing models; 9. Present value relations; 10. Intertemporal equilibrium pricing; 11. Volatility; 12. Continuous time processes; 13. Yield curve; 14. Risk management and tail estimation; 15. Exercises and complements; 16. Appendix.
Synopsis
This is a thorough exploration of the models and methods of financial econometrics by one of the world's leading financial econometricians and is for students in economics, finance, statistics, mathematics, and engineering who are interested in financial applications. Based on courses taught around the world, the up-to-date content covers developments in econometrics and finance over the last twenty years while ensuring a solid grounding in the fundamental principles of the field. Care has been taken to link theory and application to provide real-world context for students. Worked exercises and empirical examples have also been included to make sure complicated concepts are solidly explained and understood., This thorough exploration of the models and methods of financial econometrics is written by one of the world's leading financial econometricians. The up-to-date content covers developments in econometrics and finance over the last twenty years while ensuring a solid grounding in the fundamental principles of the subject.
LC Classification Number
HG176.5.L5 2019
Item description from the seller
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- a***f (279)- Feedback left by buyer.Past 6 monthsVerified purchaseAbsolutely flawless transaction from start to finish! The communication was fast, clear, and friendly — truly above and beyond. My item was shipped lightning-fast and arrived exactly as described, perfectly packaged. The price was unbeatable, and the overall experience far exceeded my expectations. I would choose this seller over anyone else, even local options, without hesitation. If you’re looking for top-tier service, this is the person to buy from. Highly recommended to everyone![DZOFilm] Camera Lens Case Hard Case for 8pcs (#396780953085)
- m***l (36)- Feedback left by buyer.Past 6 monthsVerified purchaseYay, so happy with this purchase!!! All arrived very very well packaged and in new condition, as described!!!! Great good price and in its condition sealed clear plastic outer packaging, I would recommend this seller to anyone. A+++++ Thank you so much!!!Mr. Soulman blu-ray (#396540002845)
- 0***k (6)- Feedback left by buyer.Past 6 monthsVerified purchaseIt came in perfect condition and it came exactly within the timeframe. It was packaged very well with two layers of bubble wrap. The item was exactly what I ordered. The value was a bit high but considering that I couldn’t find it literally anywhere else it’s fair.“BLAME!” Blu-ray [Regular Edition] (#396487770382)