Text| Item type | Current library | Collection | Call number | Copy number | Status | Barcode | |
|---|---|---|---|---|---|---|---|
Reference Phd Economics
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SXU PhD Library Reference Section | Reference | R 330.015195 LIN(FIN) (Browse shelf(Opens below)) | 449 | Not For Loan | 449 |
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| R 330 DEW(MOD).Ed23 Modern Economic Theory | R 330.015195 CAR(STA).Ed2.PhD Statistical analysis of financial data in R | R 330.015195 GUJ(BAS)Ed6 Basic Econometrics | R 330.015195 LIN(FIN) Financial Econometrics : models and methods | R 330.015195 PES(TIM) Time series and panel data econometrics | R 330.015195 TOU(AUG) Augustin Cournot: Modelling Economics | R 330.0182 MAD(LIM).Phd Limited Dependent and Qualitative Variables in Econometrics |
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
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