| 000 | 01645nam a22002897a 4500 | ||
|---|---|---|---|
| 005 | 20240923082212.0 | ||
| 008 | 240923b ||||| |||| 00| 0 eng d | ||
| 020 | _a9781107177154 (hbk.) | ||
| 020 | _a9781316630334 (pbk.) | ||
| 040 |
_aCO-BoUCM _cDavid Moreno _dDavid Moreno |
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| 041 | _aeng | ||
| 100 | 1 |
_aLinton, Oliver _9182990 |
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| 245 | 1 |
_aFinancial econometrics _bmodels and methods _cOliver Linton |
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| 260 |
_aCambridge _bCambridge University Press _c2019 |
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| 300 |
_axxvii, 555 Paginas _bilustraciones |
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| 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 |
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| 999 |
_c324791 _d324791 |
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