| ISBN： | 9783110673852 : |
|---|
| 编目源： | UKMGB UKMGB OCLCF OHX YDX SISMU |
|---|
| 个人名称： | Lim, Kian Guan, |
|---|
| 题名： | Theory and econometrics of financial asset pricing / Edited by Kian Guan Lim. |
|---|
| 出版发行项： | Berlin : De Gruyter, [2022] |
|---|
| 载体形态： | xiii, 388 pages : illustrations ; 25 cm |
|---|
| 书目附注： | Includes bibliographical references and index. |
|---|
| 格式化内容附注： | Preface -- 1. Probability distributions -- 2. Simple linear regression -- 3. Capital asset pricing model -- 4. Event studies -- 5. Time series modeling -- 6. Multiple linear regression -- 7. Multi-factor asset pricing -- 8. Euler condition for asset pricing -- 9. Maximum likelihood methods -- 10. Unit roots and cointegration -- 11. Bond prices and interest rate models -- 12 Option pricing and implied moments. |
|---|