Isbn: 9780691043012 - the econometrics of financial markets (22 Ergebnisse)

Zustand: Very Good. Pages intact with possible writing/highlighting. Binding strong with minor wear. Dust jackets/supplements may not be included. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.

Hardback. Zustand: Good. Covers the 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, and the term structure of interest rates, dynamic models of economic equilibrium.…

Zustand: Very Good. Item in very good condition! Textbooks may not include supplemental items i.e. CDs, access codes etc.

Paperback. Zustand: Very Good. 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. 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. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged.…

Zustand: Fair. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In fair condition, suitable as a study copy. No dust jacket. Library sticker on front cover. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,1050grams, ISBN:0691043019.…

Zustand: Fair. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Book contains pencil markings. In fair condition, suitable as a study copy. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,1050grams, ISBN:0691043019.…

Zustand: Poor. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Book contains pen markings. In poor condition, suitable as a reading copy. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,1050grams, ISBN:0691043019.…

Zustand: Poor. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In poor condition, suitable as a reading copy. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,1200grams, ISBN:0691043019.…

HRD. Zustand: New. New Book. Shipped from UK. Established seller since 2000.

HRD. Zustand: New. New Book. Shipped from UK. Established seller since 2000.

Zustand: Sehr gut - gebraucht. Gebundene Ausgabe Sehr guter Zustand Ex libris. Original dust jacket. Important passages are already neatly underlined in pencil and ruler. Zustand: 6, Sehr gut - gebraucht, Gebundene Ausgabe Princeton University Press , 1997 , The Econometrics of Financial Markets, John Y. Campbell, Andrew W. Lo, Archie Craig. …

Zustand: New. pp. 632 Figures.

Zustand: New. 1997. 2nd ed. Hardback. Covers the 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, and the term structure of interest rates, dynamic models of economic equilibrium. Num Pages: 632 pages, Illustrations. BIC Classification: KCH; KFFM. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 244 x 168 x 41. Weight in Grams: 1040. . . . . . Books ship from the US and Ireland.…

Leinen Leinen. Zustand: Sehr gut. Second printing, with corrections.. XVIII, 611 Seiten, Zust: Gutes Exemplar. Mit original Schutzumschlag. Schneller Versand und persönlicher Service - jedes Buch händisch geprüft und beschrieben - aus unserem Familienbetrieb seit über 25 Jahren. Eine Rechnung mit ausgewiesener Mehrwertsteuer liegt jeder unserer Lieferungen bei. Wir versenden mit der deutschen Post. Sprache: Englisch Gewicht in Gramm: 1060.…

Zustand: New. In English.

Hardcover. Zustand: Brand New. 611 pages. 10.00x6.75x1.50 inches. In Stock.

Zustand: NEW.

Zustand: New. Covers the 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, and the.

Buch. Zustand: Neu. Neuware - 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. 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. …

Buch. Zustand: Neu. Econometrics of Financial Markets | John Y. Campbell (u. a.) | Buch | Einband - fest (Hardcover) | Englisch | 1997 | KNV Besorgung | EAN 9780691043012 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbieter: preigu.…

Hardcover. Zustand: Brand New. 611 pages. 10.00x6.75x1.50 inches. In Stock.

Zustand: gut. 1997. Econometrics of Financial Markets In englischer Sprache. pages.