Financial econometrics : (Record no. 23870)

MARC details
000 -LEADER
fixed length control field 01827nam a22001937a 4500
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 9781316630334
041 ## - LANGUAGE CODE
Language code of text/sound track or separate title English
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332.015195
Item number LIN
100 ## - MAIN ENTRY--AUTHOR NAME
Author name Linton, Oliver.
245 ## - TITLE STATEMENT
Title Financial econometrics :
Sub Title models and methods/
Statement of responsibility, etc Oliver Linton.
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication Cambridge:
Name of publisher Cambridge University Press,
Year of publication 2019.
300 ## - PHYSICAL DESCRIPTION
Number of Pages xxvii, 555 pages ;
Dimensions 25 cm.
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc Includes Bibliographical Index.
505 ## - FORMATTED CONTENTS NOTE
Formatted contents note 1. Introduction and background<br/>2. Econometric background<br/>3. Return predictability and the efficient markets hypothesis<br/>4. Robust tests and tests of nonlinear predictability of returns<br/>5. Empirical market microstructure<br/>6. Event study analysis<br/>7. Portfolio choice and testing the capital asset pricing model<br/>8. Multifactor pricing models<br/>9. Present value relations<br/>10. Intertemporal equilibrium pricing<br/>11. Volatility<br/>12. Continuous time processes<br/>13. Yield curve<br/>14. Risk management and tail estimation<br/>15. Exercises and complements<br/>16. Appendix
520 ## - SUMMARY, ETC.
Summary, etc This thorough exploration of the models and methods of financial econometrics is written by one of the world's leading financial econometricians, and is for students of economics, finance, statistics, mathematics, and engineering who are interested in financial applications. Based on courses taught around the world, the up-to-date content covers developments in econometrics and finance over the last twenty years while ensuring a solid grounding in the fundamental principles of the field. Care has been taken to link theory and application to provide real-world context for students, worked exercises and empirical examples have also been included to make sure complicated concepts are solidly explained and understood.
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Subject Finance Econometric models
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Subject Finance and Accounting
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Dewey Decimal Classification
Koha item type Books
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Use restrictions Not for loan Collection code Home library Current library Shelving location Date acquired Source of acquisition Cost, normal purchase price Bill Date Full call number Accession Number Price effective from Koha item type
    Dewey Decimal Classification   Restricted Access   Reference Institute of Public Enterprise, Library Institute of Public Enterprise, Library S Campus 06/26/2025 Atlantic Publishers 5579.38 12-06-2025 332.015195 LIN 50351 06/26/2025 Books
    Dewey Decimal Classification   Restricted Access     Institute of Public Enterprise, Library Institute of Public Enterprise, Library S Campus 06/26/2025 Atlantic Publishers 5579.38 12-06-2025 332.015195 LIN 50352 06/26/2025 Books
    Dewey Decimal Classification   Restricted Access     Institute of Public Enterprise, Library Institute of Public Enterprise, Library S Campus 06/26/2025 Atlantic Publishers 5579.38 12-06-2025 332.015195 LIN 50353 06/26/2025 Books
    Dewey Decimal Classification   Restricted Access     Institute of Public Enterprise, Library Institute of Public Enterprise, Library S Campus 06/26/2025 Atlantic Publishers 5579.38 12-06-2025 332.015195 LIN 50354 06/26/2025 Books
    Dewey Decimal Classification   Restricted Access     Institute of Public Enterprise, Library Institute of Public Enterprise, Library S Campus 06/26/2025 Atlantic Publishers 5579.38 12-06-2025 332.015195 LIN 50355 06/26/2025 Books

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