Applied Financial Econometrics : Theory, Method and Applications

by Moinak Maiti

Chapter 1. Scope and Methodology of Econometrics -- Chapter 2. Random Walk Hypothesis: Random Walk Models -- Chapter 3. Geometric Brownian Motion -- Chapter 4. Efficient Frontier -- Chapter 5. Portfolio Optimisation -- Chapter 6. Introduction to Asset Pricing Factor Models: CAPM Multifactor Asset Pricing Models -- Chapter 7. Risk Analysis: Volatility risk ARCH & GARCH Models Value at Risk Models, etc.

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Year of publication:	2021 ; 1st ed. 2021.
Authors:	Maiti, Moinak
Publisher:	2021.: Singapore : Springer Singapore 2021.: Singapore : Imprint: Palgrave Macmillan
Subject:	Finanzmarktökonometrie \| Financial econometrics \| Theorie \| Theory

Extent:	1 Online-Ressource(XXIX, 287 p. 186 illus., 88 illus. in color.)
Series:	Springer eBook Collection
Type of publication:	Book / Working Paper
Language:	English
ISBN:	978-981-16-4063-6 ; 978-981-16-4062-9 ; 978-981-16-4064-3 ; 978-981-16-4065-0
Other identifiers:	10.1007/978-981-16-4063-6 [DOI]
Classification:	Methoden und Techniken der Volkswirtschaft ; Geld, Inflation, Kapitalmarkt
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012615684