models and methods Linton, Oliver creator text Cambridge Cambridge University Press 2019 monographic eng

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xxvii, 555 Paginas ilustraciones 1. Introduction and background -- 2. Econometric background -- 3. Return predictability and the efficient markets hypothesis -- 4. Robust tests and tests of nonlinear predictability of returns -- 5. Empirical market microstructure -- 6. Event study analysis -- 7. Portfolio choice and testing the capital asset pricing model -- 8. Multifactor pricing models -- 9. Present value relations --10. Intertemporal equilibrium pricing -- 11. Volatility -- 12. Continuous time processes -- 13. Yield curve -- 14. Risk management and tail estimation -- 15. Exercises and complements -- 16. Appendix Oliver Linton Incluye referencias bibliográficas e índices Finanzas Modelos econométricos Métodos estadísticos Modelos matemáticos Análisis de series de tiempo Procesos estocásticos Análisis de series temporales Procesos estocásticos 9781107177154 (hbk.) 9781316630334 (pbk.) CO-BoUCM 240923 20240923082212.0