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, ...
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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
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Add this copy of The Econometrics of Financial Markets to cart. $11.03, good condition, Sold by HPB-Red rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 1996 by Princeton University Press.
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Add this copy of The Econometrics of Financial Markets to cart. $14.69, good condition, Sold by HPB-Red rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 1996 by Princeton University Press.
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Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority!
Add this copy of The Econometrics of Financial Markets to cart. $14.70, fair condition, Sold by HPB-Red rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 1996 by Princeton University Press.
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Fair. Connecting readers with great books since 1972. Used textbooks may not include companion materials such as access codes, etc. May have condition issues including wear and notes/highlighting. We ship orders daily and Customer Service is our top priority!
Add this copy of The Economics of Financial Markets to cart. $25.00, like new condition, Sold by Collins Books rated 5.0 out of 5 stars, ships from Seattle, WA, UNITED STATES, published 1997 by Princeton U.
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Fine in Very Good+ jacket. 611pp, octavo, hc w/jacket, tight binding, clean pages, clean boards with sharp corners, jacket is clean and glossy with a touch of wear to the top edge and a slightly loose fit.
Add this copy of Econometrics of Financial Markets to cart. $27.19, good condition, Sold by TextbookRush rated 4.0 out of 5 stars, ships from Grandview Hts, OH, UNITED STATES, published 1996 by Princeton University Press.
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Add this copy of The Econometrics of Financial Markets to cart. $30.00, very good condition, Sold by The Book Trader rated 3.0 out of 5 stars, ships from Philadelphia, PA, UNITED STATES, published 1996 by Princeton University Press.
Add this copy of The Econometrics of Financial Markets to cart. $32.75, poor condition, Sold by Anybook rated 4.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 1997 by Princeton University Press.
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This is an ex-library book and may have the usual library/used-book markings inside. This book has hardback covers. In poor condition, suitable as a reading copy. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 1100grams, ISBN: 0691043019.
Add this copy of The Econometrics of Financial Markets to cart. $33.51, fair condition, Sold by Anybook rated 4.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 1997 by Princeton University Press.
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This is an ex-library book and may have the usual library/used-book markings inside. This book has hardback covers. Book contains pencil markings In fair condition, suitable as a study copy. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 1150grams, ISBN: 0691043019.
Add this copy of The Econometrics of Financial Markets to cart. $42.50, like new condition, Sold by Griffin Books rated 5.0 out of 5 stars, ships from Stamford, CT, UNITED STATES, published 1996 by Princeton University Press.
Add this copy of The Econometrics of Financial Markets to cart. $50.87, good condition, Sold by Book Words rated 3.0 out of 5 stars, ships from Midland Park, NJ, UNITED STATES, published 1996 by Princeton University Press.
