Quantitative Financial Economics: Stocks, Bonds and Foreign Exchange - Rilegato

Cuthbertson, Keith

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9780471953593: Quantitative Financial Economics: Stocks, Bonds and Foreign Exchange

Rilegato

ISBN 10: 0471953598 ISBN 13: 9780471953593

Casa editrice: John Wiley & Son Ltd, 1996

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Quantitative Financial Economics Stocks, Bonds and Foreign Exchange Quantitative techniques in finance have become vitally important to academics and professionals in the financial markets looking to gain a more profitable edge. Quantitative Financial Economics provides a comprehensive introduction to models of economic behaviour in financial markets, focusing on discrete time series analysis. It covers the most recent theoretical and econometric advances in the field, including:
* Models of noise trader behaviour and short-termism
* Rational and intrinsic bubbles
* Chaos and time varying risk
* Non-stationarity and cointegration
* Rational expectations
* ARCH and GARCH models
The author demonstrates how competing theoretical models may be tested and provides illustrative empirical results and theories from the stock, bond and foreign exchange markets. With a judicious blend of theory and practice Quantitative Financial Economics progresses from simple to more complex theoretical models and empirical tests, making it accessible to both students and practitioners undertaking research into the behaviour of asset returns and prices.

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