| 000 | 01095nam a22001937a 4500 | ||
|---|---|---|---|
| 005 | 20220120131408.0 | ||
| 008 | 220120b |||||||| |||| 00| 0 eng d | ||
| 020 |
_a9781316630334 _c4705 |
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| 040 | _aS.X.U.K | ||
| 041 | _aEnglish | ||
| 082 |
_a330.015195 _bLIN(FIN) |
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| 100 | _a Linton, Oliver B | ||
| 245 |
_aFinancial Econometrics _b: models and methods _cby Oliver B.Linton |
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| 260 |
_aNY _bCambridge _c2019 |
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| 300 | _a555 p. | ||
| 500 | _a1. 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 | ||
| 650 | _aPHD | ||
| 942 | _cPHD ECO | ||
| 999 |
_c6180 _d6180 |
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