The Econometrics of Financial Markets 2024 pdf epub mobi 电子书

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发表于2024-12-27

The Econometrics of Financial Markets 2024 pdf epub mobi 电子书

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这本书实际上是一册论文集，大部分是三个作者的论文，因为金融市场计量经济学基本上相当于这三位（特别是罗闻全和Campbell）的名字。书本省略了很多细节，要完全弄明白需要看原始论文。所以别指望从该书上学到很多东西，它只是个导引，指出那块内容需要关注的papers有哪些，真...

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我觉得有点儿typos不应该算是什么大不了的缺点。这本书最大的特点，和其他金融计量教科书比较，它是从金融出发，而不是从统计模型出发。这一点很重要！因为大部分其他教科书着重于模型而忽略了背后的经济意义，以至于读者读完了，最多是对模型滚瓜烂熟，但不知道为什么这模型in...

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出版者:Princeton University Press

作者:John Y. Campbell

出品人:

页数:632

译者:

出版时间:1996-12-09

价格:USD 105.00

装帧:Hardcover

isbn号码:9780691043012

丛书系列:

图书标签: 金融金融市场计量经济学 Finance 经济学金融时间序列经济 Econometrics 统计学

The Econometrics of Financial Markets 2024 pdf epub mobi 电子书图书描述

The past twenty years have seen an extraordinary growth in the use of quantitative methods in financial markets. Finance professionals now routinely use sophisticated statistical techniques in portfolio management, proprietary trading, risk management, financial consulting, and securities regulation. This graduate-level textbook is intended for PhD students, advanced MBA students, and industry professionals interested in the econometrics of financial modeling. The book covers the entire spectrum of empirical finance, including: the predictability of asset returns, tests of the Random Walk Hypothesis, the microstructure of securities markets, event analysis, the Capital Asset Pricing Model and the Arbitrage Pricing Theory, the term structure of interest rates, dynamic models of economic equilibrium, and nonlinear financial models such as ARCH, neural networks, statistical fractals, and chaos theory. Each chapter develops statistical techniques within the context of a particular financial application. This exciting new text contains a unique and accessible combination of theory and practice, bringing state-of-the-art statistical techniques to the forefront of financial applications. Each chapter also includes a discussion of recent empirical evidence, for example, the rejection of the Random Walk Hypothesis, as well as problems designed to help readers incorporate what they have read into their own applications.

The Econometrics of Financial Markets 2024 pdf epub mobi 电子书

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