Empirical Techniques in Finance
by Ramaprasad Bhar, Shigeyuki Hamori
| Year of publication: |
2005
|
|---|---|
| Authors: | Bhar, Ramaprasad |
| Other Persons: | Hamori, Shigeyuki (contributor) |
| Publisher: |
Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg |
| Subject: | Finanzmarkt | Financial market | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | Finanzmathematik | Mathematical finance | Ökonometrie | Econometrics | Finanzanalyse | Financial analysis | Theorie | Theory | Kreditmarkt |
| Description of contents: | Table of Contents [swbplus.bsz-bw.de] ; Table of Contents [gbv.de] ; Description [swbplus.bsz-bw.de] |
| Extent: | Online-Ressource (XII, 243 p, online resource) |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturangaben Introduction; Basic Probability Theory and Markov Chains; Estimation Techniques; Non-Parametric Method of Estimation; Unit Root, Cointegration and Related Issues; VAR Modeling; Time Varying Volatility Models; State-Space Models (I); State-Space Models (II); Discrete Time Real Asset Valuation Model; Discrete Time Model of Interest Rate; Global Bubbles in Stock Markets and Linkages; Forward FX Market and the Risk Premium; Equity Risk Premia from Derivative Prices |
| ISBN: | 978-3-540-27642-5 ; 978-3-540-25123-1 |
| Other identifiers: | 10.1007/3-540-27642-4 [DOI] |
| Classification: | Geld, Inflation, Kapitalmarkt ; Methoden und Techniken der Volkswirtschaft |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014014047