The Econometrics of Financial Markets

By:

Material type: Text

TextPublication details: New Delhi; New Age International Publishers; 2006Description: xvii, 420pISBN:

9788122417074

Subject(s):

DDC classification:

332.041 4 CAM

Summary: Covers the spectrum of empirical finance, including the predictability of asset returns, tests of the Random Walk Hypothesis, the microstructure of securities markets, event analysis, the Capital Asset Pricing Model and the Arbitrage Pricing Theory, and the term structure of interest rates, dynamic models of economic equilibrium.

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Holdings
Item type	Current library	Home library	Call number	Status	Date due	Barcode
Text Book	Chanakya University Knowledge Centre	Chanakya University Knowledge Centre	332.041 4 CAM (Browse shelf(Opens below))	Available		CU10149

Covers the spectrum of empirical finance, including the predictability of asset returns, tests of the Random Walk Hypothesis, the microstructure of securities markets, event analysis, the Capital Asset Pricing Model and the Arbitrage Pricing Theory, and the term structure of interest rates, dynamic models of economic equilibrium.

English

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