Français
The Econometrics of Financial Markets.
Appartenance & droits
CAMPBELL John Y. ; LO Andrew W. ; MACKINLAY A. Craig
1997
611
0-691-04301-9
134.96-CAMPB
FINANCIAL STATISTICS ; FINANCIAL MARKET ; CAPITAL MARKET ; ECONOMETRICS ; MODEL ; FINANCIAL MATHEMATICS ; FINANCIAL THEORY ; CAPITAL ASSETS PRICING MODEL
| No. | Call n° | Bar code | Commentary | |
|---|---|---|---|---|
| 1 | [not for loan] | |||
| 2 | [available] | |||
| 3 | [on loan until 31/10/2013] | |||
| 4 | [on loan until 29/03/2024] | |||
| 5 | [available] | |||
| 6 | [available] | |||
| 7 | [available] |
ISBN 13 : 978-0-691-04301-2
Contents : Contents
Preface
1 Introduction
2 The Predictability of Asset Returns
3 Market Microstructure
4 Event-Study Analysis
5 The Capital Asset Pricing Model
6 Multifactor Pricing Models
7 Present-Value Relations
8 Intertemporal Equilibrium Models
9 Derivative Pricing Models
10 Fixed-Income Securities
11 Term-Structure Models
12 Nonlinearities in Financial Data
App. A.1 Linear Instrumental Variables
App. A.2 Generalized Method of Moments
App. A.3 Serially Correlated and Heteroskedastic Errors
App. A.4 GMM and Maximum Likelihood
Language : English
Place of publishing : PRINCETON
Location : Nice Library
Material : Paper
Statement : Présent
Owner : Bibliothèque