The Econometrics of Financial Markets 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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John Y. Campbell 作者

Princeton University Press

译者

1996-12-09 出版日期

632 页数

USD 105.00 价格

Hardcover

丛书系列

9780691043012 图书编码

The Econometrics of Financial Markets 在线电子书图书标签: 金融金融市场计量经济学 Finance 经济学金融时间序列经济 Econometrics 统计学

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发表于2024-11-25

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The Econometrics of Financial Markets 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

The Econometrics of Financial Markets 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

The Econometrics of Financial Markets 在线电子书用户评价

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我觉得有点儿typos不应该算是什么大不了的缺点。这本书最大的特点，和其他金融计量教科书比较，它是从金融出发，而不是从统计模型出发。这一点很重要！因为大部分其他教科书着重于模型而忽略了背后的经济意义，以至于读者读完了，最多是对模型滚瓜烂熟，但不知道为什么这模型要这样，背后到底有什么重大意义…

评分☆☆☆☆☆

很有调理的学术文献的系统梳理，但不适合直接使用或业界应用。

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Bible in empirical asset pricing.

评分☆☆☆☆☆

这本难度似是介于高年级本科与研究生入门之间....可惜我大二就要用.....不过相较其它两本课堂用书 - "Investment Science" & "Options, Futures and Other Derivatives" - 这本明显优于数学；缺点也在于数学艰深....请学好线代...

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The Econometrics of Financial Markets 在线电子书著者简介

The Econometrics of Financial Markets 在线电子书图书目录

The Econometrics of Financial Markets 在线电子书 pdf 下载 txt下载 epub 下载 mobi 在线电子书下载

The Econometrics of Financial Markets 在线电子书图书描述

The past twenty years have seen an extraordinary growth in the use of quantitative methods in financial markets. Finance professionals now routinely use sophisticated statistical techniques in portfolio management, proprietary trading, risk management, financial consulting, and securities regulation. This graduate-level textbook is intended for PhD students, advanced MBA students, and industry professionals interested in the econometrics of financial modeling. The book covers the entire 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, the term structure of interest rates, dynamic models of economic equilibrium, and nonlinear financial models such as ARCH, neural networks, statistical fractals, and chaos theory. Each chapter develops statistical techniques within the context of a particular financial application. This exciting new text contains a unique and accessible combination of theory and practice, bringing state-of-the-art statistical techniques to the forefront of financial applications. Each chapter also includes a discussion of recent empirical evidence, for example, the rejection of the Random Walk Hypothesis, as well as problems designed to help readers incorporate what they have read into their own applications.

The Econometrics of Financial Markets 在线电子书下载 mobi epub pdf txt 在线电子书下载

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