Bhar, Ramaprasad
Empirical Techniques in Finance
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)
- Bhar, Ramaprasad
- Hamori, Shigeyuki
- Publisher
- Springer
- Publication year
- 2005
- Language
- en
- Edition
- 1
- Category
- Economy
- Format
- Ebook
- eISBN (PDF)
- 9783540276425
