Peijie Wang

Financial Econometrics

• Broschiertes Buch

Produktbeschreibung

This book - an overview of contemporary topics related to the modelling of financial time series - is set against a backdrop of rapid expansions of interest in both the models themselves and the financial problems to which they are applied.

Produktdetails

• Verlag: Routledge
• Seitenzahl: 194
• Erscheinungstermin: 21. November 2002
• Englisch
• Abmessung: 234mm x 156mm x 11mm
• Gewicht: 304g
• ISBN-13: 9780415224550
• ISBN-10: 0415224551
• Artikelnr.: 21324149

Autorenporträt

Peijie Wang has taught numerous finance, accounting, and investment courses at postgraduate, undergraduate and MBA levels and supervised various PhD theses and Masters dissertations at City University Business School, University of Manchester, Manchester Business School, UMIST and other institutions. He has published widely in major finance, economics, real estate and statistics journals.

Inhaltsangabe

1. Introduction 2. Stochastic Models and Processes 3. The Behaviour of
Security Prices 4. Modelling Long-run Relationships in Financial Time
Series 5. Modelling Volatility in Financial Time Series 6. Modelling Regime
Shifts 7. The Present Value Model, Rationality, and Market Efficiency 8.
The Kalman Filter 9. Frequency Domain Analysis 10. Financial Tools 11.
Summary