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Financial valuation and econometrics

Author: Kian Guan Lim
Publisher: Singapore ; Hackensack, NJ : World Scientific Pub., ©2011.
Edition/Format:   Print book : EnglishView all editions and formats
Database:WorldCat
Summary:

Brings together domains in financial asset pricing and valuation, financial investment theory, econometrics modeling, and the empirical analyses of financial data by applying appropriate econometric  Read more...

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Document Type: Book
All Authors / Contributors: Kian Guan Lim
ISBN: 9789814307956 9814307955
OCLC Number: 587219907
Description: xiii, 481 pages : illustrations ; 24 cm
Contents: Probability and Statistics; Return Distributions; Simple Linear Regression and Hedging; Capital Asset Pricing Model; Cost of Capital; Time Series Models and Macro Variables; Market Efficiency and Random Walk; Predictability of Stock Returns; Event Studies; Multiple Linear Regression; Stochastic Regressors, and Expected Returns; Time Effect Anomalies; Behavioral Finance; Specification Errors; Multi-Factor Asset Pricing; Exchange Rates and Risk Premium; Unit Root Processes and Purchasing Power Parity; Conditional Heteroskedasticity and Risk; Bonds and Term Structures; Option Pricing and Implied Volatilities.
Responsibility: Kian Guan Lim.

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