Financial econometrics : (Record no. 23870)
[ view plain ]
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 |
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 |