Normal view MARC view ISBD view

The international library of financial econometrics / edited by Andrew W. Lo.

Contributor(s): Lo, Andrew W. (Andrew Wen-Chuan).
Material type: TextTextSeries: An Elgar reference collection. Publisher: Cheltenham, Glos, UK ; Northampton, MA : Edward Elgar, c2007Description: 5 v. : ill. ; 25 cm.ISBN: 9781843763420 (set); 1843763427 (set); 9781847202628 (v. 1); 1847202624 (v. 1); 9781847202635 (v. 2); 1847202632 (v. 2); 9781847202642 (v. 3); 1847202640 (v. 3); 9781847202659 (v. 4); 1847202659 (v. 4); 9781847202666 (v. 5); 1847202667 (v. 5).Subject(s): Finance -- Econometric models | Business enterprises -- Valuation -- Mathematical models | Corporations -- Valuation -- Mathematical models | Stocks -- Prices -- Mathematical models | Capital assets pricing modelDDC classification: 332.015195 Online resources: WorldCat details
Contents:
Table of contents v. 1. Statistical models of asset returns -- v. 2. Static asset-pricing models -- v. 3. Dynamic asset-pricing models -- v. 4. Continuous-time methods and market microstructure -- v. 5. Statistical methods and non-standard finance.
Summary: Summary: Presents a selection of the most important articles in the field of financial econometrics. Starting with a review of the philosophical background, this collection covers such topics as the random walk hypothesis, long-memory processes, asset pricing, arbitrage pricing theory, variance bounds tests, term structure models, and more.
Tags from this library: No tags from this library for this title. Log in to add tags.
    Average rating: 0.0 (0 votes)
Item type Current location Collection Call number Copy number Status Date due Barcode Item holds
Text Text EWU Library
Reserve Section
Non-fiction 330.015195 INT 2007 (Browse shelf) C-1 Not For Loan 21266
Text Text EWU Library
Reserve Section
Non-fiction 330.015195 INT 2007 (Browse shelf) C-1 Not For Loan 21263
Text Text EWU Library
Reserve Section
Non-fiction 330.015195 INT 2007 (Browse shelf) C-1 Not For Loan 21264
Text Text EWU Library
Reserve Section
Non-fiction 330.015195 INT 2007 (Browse shelf) C-1 Not For Loan 21265
Text Text EWU Library
Reserve Section
Non-fiction 330.015195 INT 2007 (Browse shelf) C-1 Not For Loan 21267
Text Text EWU Library
Circulation Section
Non-fiction 330.015195 INT 2007 (Browse shelf) C-2 Available 28285
Text Text EWU Library
Circulation Section
Non-fiction 330.015195 INT 2007 (Browse shelf) C-2 Available 21272
Text Text EWU Library
Circulation Section
Non-fiction 330.015195 INT 2007 (Browse shelf) C-2 Available 21271
Text Text EWU Library
Circulation Section
Non-fiction 330.015195 INT 2007 (Browse shelf) C-2 Available 21273
Text Text EWU Library
Circulation Section
Non-fiction 330.015195 INT 2007 (Browse shelf) C-2 Available 21274
Total holds: 0

Statistical models of asset returns.
Other Titles:
Static asset-pricing models.
Dynamic asset-pricing models.
Continuous-time methods and market microstructure.
Statistical methods and non-standard finance.

Includes bibliographical references and index.

Table of contents v. 1. Statistical models of asset returns -- v. 2. Static asset-pricing models -- v. 3. Dynamic asset-pricing models -- v. 4. Continuous-time methods and market microstructure -- v. 5. Statistical methods and non-standard finance.

Summary:
Presents a selection of the most important articles in the field of financial econometrics. Starting with a review of the philosophical background, this collection covers such topics as the random walk hypothesis, long-memory processes, asset pricing, arbitrage pricing theory, variance bounds tests, term structure models, and more.

Sociology

There are no comments for this item.

Log in to your account to post a comment.

Click on an image to view it in the image viewer

Library Home | Contacts | E-journals
Copyright @ 2011-2019 EWU Library
East West University