Financial valuation and econometrics:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
New Jersey [u.a.]
World Scientific
2011
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Item Description: | Includes bibliographical references and index |
| Physical Description: | XIII, 481 S. Ill., graph. Darst. |
| ISBN: | 9789814307956 9814307955 |
Staff View
MARC
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| 100 | 1 | |a Lim, Kian-Guan |e Verfasser |0 (DE-588)170711803 |4 aut | |
| 245 | 1 | 0 | |a Financial valuation and econometrics |c Kian Guan Lim |
| 264 | 1 | |a New Jersey [u.a.] |b World Scientific |c 2011 | |
| 300 | |a XIII, 481 S. |b Ill., graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 500 | |a Includes bibliographical references and index | ||
| 650 | 4 | |a Ökonometrisches Modell | |
| 650 | 4 | |a Finance |x Econometric models | |
| 650 | 4 | |a Econometrics | |
| 650 | 4 | |a Corporations |x Valuation |x Econometric models | |
| 650 | 0 | 7 | |a Mathematisches Modell |0 (DE-588)4114528-8 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Ökonometrie |0 (DE-588)4132280-0 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Kapitalmarktforschung |0 (DE-588)4390312-5 |2 gnd |9 rswk-swf |
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Record in the Search Index
| _version_ | 1804145648057974784 |
|---|---|
| adam_text | CONTENTS
Preface
ix
About the Author
xiii
Chapter
1 :
Probability Distribution and Statistics
1
Chapter
2:
Statistical Laws and Central Limit Theorem
25
Application: Stock Return Distributions
Chapter
3:
Two-Variable Linear Regression
41
Application: Financial Hedging
Chapter
4:
Model Estimation
69
Application: Capital Asset Pricing Model
Chapter
5:
Constrained Regression
Application: Cost of Capital
85
Chapter
6:
Time Series Analysis
103
Application: Inflation Forecasting
Chapter
7:
Random Walk
Application: Market Efficiency
127
Chapter
8: Autoregression
and Persistence
147
Application: Predictability
Chapter
9:
Estimation Errors and
Г
-Tests
159
Application: Event Studies
Chapter
10:
Multiple Linear Regression and Stochastic Regressors
177
Chapter
11 :
Dummy Variables and ANOVA
199
Application: Time Effect Anomalies
Chapter
12:
Specification Errors
213
viii
Financial Valuation and Econometrics
Chapter
13:
Cross-Sectional Regression
Application: Testing CAPM
245
Chapter
14:
More Multiple Linear Regressions
Application: Multi-Factor Asset Pricing
265
Chapter
15:
Errors-in-Variable
Application: Exchange Rates and Risk Premium
283
Chapter
16:
Unit Root Processes
299
Application: Purchasing Power Parity
Chapter
17:
Conditional Heteroskedasticity
319
Application: Risk Estimation
Chapter
18:
Mean Reverting Continuous Time Process
339
Application: Bonds and Term Structures
Chapter
19:
Implied Parameters
Application: Option Pricing
361
Chapter
20:
Generalised Method of Moments
Application: Consumption-Based Asset Pricing
375
Appendix A: Matrix Algebra
389
Appendix B: EVIEWS Guide
409
Appendix C: Linear Regression in EXCEL
421
Appendix D: Multiple Choice Question Tests
427
Appendix E: Solutions to Problem Sets
449
Index
|
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| dewey-sort | 3332.01 45195 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV037368122 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T23:22:47Z |
| institution | BVB |
| isbn | 9789814307956 9814307955 |
| language | English |
| lccn | 2010052101 |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-022521525 |
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| owner_facet | DE-355 DE-BY-UBR DE-91G DE-BY-TUM DE-521 |
| physical | XIII, 481 S. Ill., graph. Darst. |
| publishDate | 2011 |
| publishDateSearch | 2011 |
| publishDateSort | 2011 |
| publisher | World Scientific |
| record_format | marc |
| spelling | Lim, Kian-Guan Verfasser (DE-588)170711803 aut Financial valuation and econometrics Kian Guan Lim New Jersey [u.a.] World Scientific 2011 XIII, 481 S. Ill., graph. Darst. txt rdacontent n rdamedia nc rdacarrier Includes bibliographical references and index Ökonometrisches Modell Finance Econometric models Econometrics Corporations Valuation Econometric models Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Ökonometrie (DE-588)4132280-0 gnd rswk-swf Kapitalmarktforschung (DE-588)4390312-5 gnd rswk-swf Kapitalmarktforschung (DE-588)4390312-5 s Ökonometrie (DE-588)4132280-0 s Mathematisches Modell (DE-588)4114528-8 s b DE-604 Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=022521525&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Lim, Kian-Guan Financial valuation and econometrics Ökonometrisches Modell Finance Econometric models Econometrics Corporations Valuation Econometric models Mathematisches Modell (DE-588)4114528-8 gnd Ökonometrie (DE-588)4132280-0 gnd Kapitalmarktforschung (DE-588)4390312-5 gnd |
| subject_GND | (DE-588)4114528-8 (DE-588)4132280-0 (DE-588)4390312-5 |
| title | Financial valuation and econometrics |
| title_auth | Financial valuation and econometrics |
| title_exact_search | Financial valuation and econometrics |
| title_full | Financial valuation and econometrics Kian Guan Lim |
| title_fullStr | Financial valuation and econometrics Kian Guan Lim |
| title_full_unstemmed | Financial valuation and econometrics Kian Guan Lim |
| title_short | Financial valuation and econometrics |
| title_sort | financial valuation and econometrics |
| topic | Ökonometrisches Modell Finance Econometric models Econometrics Corporations Valuation Econometric models Mathematisches Modell (DE-588)4114528-8 gnd Ökonometrie (DE-588)4132280-0 gnd Kapitalmarktforschung (DE-588)4390312-5 gnd |
| topic_facet | Ökonometrisches Modell Finance Econometric models Econometrics Corporations Valuation Econometric models Mathematisches Modell Ökonometrie Kapitalmarktforschung |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=022521525&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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