TY  - BOOK
AU  - Linton,Oliver
TI  - Financial econometrics: models and methods 
SN  - 9781107177154 (hbk.) 
PY  - 2019///
CY  - Cambridge
PB  - Cambridge University Press
KW  - Finanzas Modelos econométricos
KW  - Métodos estadísticos
KW  - Modelos matemáticos
KW  - Análisis de series de tiempo
KW  - Procesos estocásticos
KW  - Análisis de series temporales.
KW  - Procesos estocásticos.
N1  - Incluye referencias bibliográficas e índices; 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
ER  -