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Title: The econometrics of financial markets
Authors: John Y. Campbell
Keywords: Econometrics | Kinh tế lượng | Financial Markets | Thị trường tài chính
Issue Date: 1997
Abstract: 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.
URI: http://thuvienso.thanglong.edu.vn//handle/TLU/8748
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