Empirical Techniques in Finance
This book offers the opportunity to study and experience advanced empi- cal techniques in finance and in general financial economics. It is not only suitable for students with an interest in the field, it is also highly rec- mended for academic researchers as well as the researchers in the industry....
| Main Authors: | , |
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| Format: | eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg
Springer Berlin Heidelberg
2005, 2005
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| Edition: | 1st ed. 2005 |
| Series: | Springer Finance
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| Subjects: | |
| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
Table of Contents:
- 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