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008 240923b ||||| |||| 00| 0 eng d
020 _a9781107177154 (hbk.)
020 _a9781316630334 (pbk.)
040 _aCO-BoUCM
_cDavid Moreno
_dDavid Moreno
041 _aeng
100 1 _aLinton, Oliver
_9182990
245 1 _aFinancial econometrics
_bmodels and methods
_cOliver Linton
260 _aCambridge
_bCambridge University Press
_c2019
300 _axxvii, 555 Paginas
_bilustraciones
504 _aIncluye referencias bibliográficas e índices
505 _r1. 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
650 1 4 _aFinanzas Modelos econométricos.
_9182991
650 1 4 _aMétodos estadísticos.
_919458
650 1 4 _aModelos matemáticos.
_97842
650 1 4 _aAnálisis de series de tiempo.
_98970
650 1 4 _aProcesos estocásticos.
_922406
650 1 4 _aAnálisis de series temporales.
_9182992
650 1 4 _aProcesos estocásticos.
_922406
942 _2DEWEY
_a7
_cLIBRO
_e1
_h330.015195
_mL761f
_n0
999 _c324791
_d324791