The Econometrics Of Financial Markets
idioma: inglês
Editor:
Princeton University Press, dezembro de 1996 ‧
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SINOPSE
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.
DETALHES
| Propriedade | Descrição |
|---|---|
| ISBN: | 9780691043012 |
| Editor: | Princeton University Press |
| Data de Lançamento: | dezembro de 1996 |
| Idioma: | Inglês |
| Dimensões: | 161 x 242 x 42 mm |
| Encadernação: | Capa dura |
| Páginas: | 632 |
| Tipo de produto: | Livro |
| Classificação Temática: |
Livros em Inglês
>
Economia, Finanças e Contabilidade
>
Economia
Livros em Inglês > Outros |
| EAN: | 9780691043012 |