false http://photo.goodreads.com/books/1223637257m/723527.jpg 723527 1 <p>The past twenty years have seen an extraordinary growth in the use of quantitative methods in financial markets. Finance professionals now routinely use sophisticated statistical techniques in portfolio management, proprietary trading, risk management, financial consulting, and securities regulation. This graduate-level textbook is intended for PhD students, advanced MBA students, and industry professionals interested in the econometrics of financial modeling. 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.</p><p>Each chapter develops statistical techniques within the context of a particular financial application. This exciting new text contains a unique and accessible combination of theory and practice, bringing state-of-the-art statistical techniques to the forefront of financial applications. Each chapter also includes a discussion of recent empirical evidence, for example, the rejection of the Random Walk Hypothesis, as well as problems designed to help readers incorporate what they have read into their own applications.</p><p>Professors: A supplementary Solutions Manual is available for this book. It is restricted to teachers using the text in courses. For information on how to obtain a copy, refer to: http://pup.princeton.edu/solutions.html</p> 709758 9 12 1996 The Econometrics of Financial Markets total:3|4:1|3:2| 3 10 10 0 0 0 false false Fri Oct 23 10:19:15 -0700 2009 Fri Oct 23 10:19:15 -0700 2009 0 0 false false Thu Aug 13 06:13:37 -0700 2009 Thu Aug 13 06:13:37 -0700 2009 0 0 false false Fri Feb 06 23:38:00 -0800 2009 Fri Feb 06 23:38:00 -0800 2009 3 0 false false Fri Jan 16 03:48:48 -0800 2009 Fri Jan 16 03:48:48 -0800 2009 0 0 false false Thu Dec 11 12:50:15 -0800 2008 Thu Dec 11 12:50:19 -0800 2008 0 0 false false Tue Oct 28 12:35:32 -0700 2008 Tue Oct 28 12:35:32 -0700 2008 0 0 false false Wed Jul 30 10:15:54 -0700 2008 Wed Jul 30 10:15:54 -0700 2008 3 0 false false Sun Mar 02 04:03:10 -0800 2008 Sun Mar 02 04:03:10 -0800 2008 0 0 false false Sun Jan 06 20:39:40 -0800 2008 Sun Jan 06 20:39:40 -0800 2008 4 0 false false Mon Aug 27 22:50:48 -0700 2007 Mon Aug 27 22:50:48 -0700 2007 http://www.goodreads.com/book_link/follow/8?book_id=723527