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Bhar, Ramaprasad

Empirical Techniques in Finance

Empirical Techniques in Finance

99,20€

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ISBN: 9783540276425
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Table of contents

1. Introduction

2. Basic Probability Theory and Markov Chains

3. Estimation Techniques

4. Non-Parametric Method of Estimation

5. Unit Root, Cointegration and Related Issues

6. VAR Modeling

7. Time Varying Volatility Models

8. State-Space Models (I)

9. State-Space Models (II)

10. Discrete Time Real Asset Valuation Model

11. Discrete Time Model of Interest Rate

12. Global Bubbles in Stock Markets and Linkages

13. Forward FX Market and the Risk Premium

14. Equity Risk Premia from Derivative Prices

DRM-restrictions

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Keywords: BUSINESS & ECONOMICS / Management Science BUS042000

Author(s)
 
Publisher
Springer
Publication year
2005
Language
en
Edition
1
Category
Economy
Format
Ebook
eISBN (PDF)
9783540276425

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