Financial Economics And Econometrics

Financial Economics And Econometrics Book in PDF, ePub and Kindle version is available to download in english. Read online anytime anywhere directly from your device. Click on the download button below to get a free pdf file of Financial Economics And Econometrics book. This book definitely worth reading, it is an incredibly well-written.

Financial Economics and Econometrics

Nikiforos T. Laopodis
Financial Economics and Econometrics Book PDF

Author : Nikiforos T. Laopodis
Publisher : Routledge
Page : 787 pages
File Size : 55,9 Mb
Release : 2021-12-14
Category : Business & Economics
ISBN : 9781000506082

Get Book

Financial Economics and Econometrics by Nikiforos T. Laopodis Pdf

Financial Economics and Econometrics provides an overview of the core topics in theoretical and empirical finance, with an emphasis on applications and interpreting results. Structured in five parts, the book covers financial data and univariate models; asset returns; interest rates, yields and spreads; volatility and correlation; and corporate finance and policy. Each chapter begins with a theory in financial economics, followed by econometric methodologies which have been used to explore the theory. Next, the chapter presents empirical evidence and discusses seminal papers on the topic. Boxes offer insights on how an idea can be applied to other disciplines such as management, marketing and medicine, showing the relevance of the material beyond finance. Readers are supported with plenty of worked examples and intuitive explanations throughout the book, while key takeaways, ‘test your knowledge’ and ‘test your intuition’ features at the end of each chapter also aid student learning. Digital supplements including PowerPoint slides, computer codes supplements, an Instructor’s Manual and Solutions Manual are available for instructors. This textbook is suitable for upper-level undergraduate and graduate courses on financial economics, financial econometrics, empirical finance and related quantitative areas.

Financial Economics and Econometrics

Douglas Walsh
Financial Economics and Econometrics Book PDF

Author : Douglas Walsh
Publisher : Murphy & Moore Publishing
Page : 0 pages
File Size : 44,5 Mb
Release : 2023-09-26
Category : Business & Economics
ISBN : 1639877401

Get Book

Financial Economics and Econometrics by Douglas Walsh Pdf

Financial economics refers to a subfield of economics that studies the allocation and utilization of resources in markets. It typically entails the development of sophisticated models to test the variables influencing a specific decision. Financial economics is crucial in recognizing risks, making investment decisions, and determining the value of assets or securities. It has two basic aspects which include risk management and diversification, and the current value. Econometrics is a branch of economics that involves the study of economic data using mathematical and statistical techniques. There are two types of econometrics, namely, applied econometrics and theoretical econometrics. Null hypothesis testing, regression models, R-squared, t-tests, p-values, etc. are the some of the major techniques used in econometrics. It can also be utilized to make predictions about future financial or economic trends. This book elucidates the concepts and innovative models around prospective developments with respect to financial economics and econometrics. With its detailed analyses and data, it will prove immensely beneficial to professionals and students involved in these areas at various levels.

Financial Economics and Econometrics

NIKIFOROS T. LAOPODIS
Financial Economics and Econometrics Book PDF

Author : NIKIFOROS T. LAOPODIS
Publisher : Routledge
Page : 384 pages
File Size : 41,7 Mb
Release : 2021-12-15
Category : Electronic
ISBN : 103207017X

Get Book

Financial Economics and Econometrics by NIKIFOROS T. LAOPODIS Pdf

Financial Economics and Econometrics provides an overview of the core topics in theoretical and empirical finance, with an emphasis on applications and interpreting results. Structured in five parts, the book covers financial data and univariate models; asset returns; interest rates, yields and spreads; volatility and correlation; and corporate finance and policy. Each chapter begins with a theory in financial economics, followed by econometric methodologies which have been used to explore the theory. Next, the chapter presents empirical evidence and discusses seminal papers on the topic. Boxes offer insights on how an idea can be applied to other disciplines such as management, marketing and medicine, showing the relevance of the material beyond finance. Readers are supported with plenty of worked examples and intuitive explanations throughout the book, while key takeaways, 'test your knowledge' and 'test your intuition' features at the end of each chapter also aid student learning. Digital supplements including PowerPoint slides, computer codes supplements, an Instructor's Manual and Solutions Manual are available for instructors. This textbook is suitable for upper-level undergraduate and graduate courses on financial economics, financial econometrics, empirical finance and related quantitative areas.

Financial Economics and Econometrics

Nikiforos Laopodis
Financial Economics and Econometrics Book PDF

Author : Nikiforos Laopodis
Publisher : Routledge Advanced Texts in Economics and Finance
Page : 730 pages
File Size : 45,7 Mb
Release : 2021-12-15
Category : Econometrics
ISBN : 1032070188

Get Book

Financial Economics and Econometrics by Nikiforos Laopodis Pdf

Financial Economics and Econometrics provides an overview of the core topics in theoretical and empirical finance, with an emphasis on applications and interpreting results. Structured in five parts, the book covers financial data and univariate models; asset returns; interest rates, yields and spreads; volatility and correlation; and corporate finance and policy. Each chapter begins with a theory in financial economics, followed by econometric methodologies which have been used to explore the theory. Next, the chapter presents empirical evidence and discusses seminal papers on the topic. Boxes offer insights on how an idea can be applied to other disciplines such as management, marketing and medicine, showing the relevance of the material beyond finance. Readers are supported with plenty of worked examples and intuitive explanations throughout the book, while key takeaways, 'test your knowledge' and 'test your intuition' features at the end of each chapter also aid student learning. Digital supplements including PowerPoint slides, computer codes supplements, an Instructor's Manual and Solutions Manual are available for instructors. This textbook is suitable for upper-level undergraduate and graduate courses on financial economics, financial econometrics, empirical finance and related quantitative areas.

Financial Econometrics

Oliver Linton
Financial Econometrics Book PDF

Author : Oliver Linton
Publisher : Cambridge University Press
Page : 585 pages
File Size : 41,7 Mb
Release : 2019-02-21
Category : Business & Economics
ISBN : 9781107177154

Get Book

Financial Econometrics by Oliver Linton Pdf

Presents an up-to-date treatment of the models and methodologies of financial econometrics by one of the world's leading financial econometricians.

The Econometrics of Financial Markets

John Y. Campbell,Andrew W. Lo,A. Craig MacKinlay
The Econometrics of Financial Markets Book PDF

Author : John Y. Campbell,Andrew W. Lo,A. Craig MacKinlay
Publisher : Princeton University Press
Page : 630 pages
File Size : 53,8 Mb
Release : 2012-06-28
Category : Business & Economics
ISBN : 9781400830213

Get Book

The Econometrics of Financial Markets by John Y. Campbell,Andrew W. Lo,A. Craig MacKinlay Pdf

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 Basics of Financial Econometrics

Frank J. Fabozzi,Sergio M. Focardi,Svetlozar T. Rachev,Bala G. Arshanapalli
The Basics of Financial Econometrics Book PDF

Author : Frank J. Fabozzi,Sergio M. Focardi,Svetlozar T. Rachev,Bala G. Arshanapalli
Publisher : John Wiley & Sons
Page : 448 pages
File Size : 45,7 Mb
Release : 2014-03-04
Category : Business & Economics
ISBN : 9781118727232

Get Book

The Basics of Financial Econometrics by Frank J. Fabozzi,Sergio M. Focardi,Svetlozar T. Rachev,Bala G. Arshanapalli Pdf

An accessible guide to the growing field of financial econometrics As finance and financial products have become more complex, financial econometrics has emerged as a fast-growing field and necessary foundation for anyone involved in quantitative finance. The techniques of financial econometrics facilitate the development and management of new financial instruments by providing models for pricing and risk assessment. In short, financial econometrics is an indispensable component to modern finance. The Basics of Financial Econometrics covers the commonly used techniques in the field without using unnecessary mathematical/statistical analysis. It focuses on foundational ideas and how they are applied. Topics covered include: regression models, factor analysis, volatility estimations, and time series techniques. Covers the basics of financial econometrics—an important topic in quantitative finance Contains several chapters on topics typically not covered even in basic books on econometrics such as model selection, model risk, and mitigating model risk Geared towards both practitioners and finance students who need to understand this dynamic discipline, but may not have advanced mathematical training, this book is a valuable resource on a topic of growing importance.

Introductory Econometrics for Finance

Chris Brooks
Introductory Econometrics for Finance Book PDF

Author : Chris Brooks
Publisher : Cambridge University Press
Page : 583 pages
File Size : 42,7 Mb
Release : 2008-05-22
Category : Business & Economics
ISBN : 9781139472302

Get Book

Introductory Econometrics for Finance by Chris Brooks Pdf

This best-selling textbook addresses the need for an introduction to econometrics specifically written for finance students. Key features: • Thoroughly revised and updated, including two new chapters on panel data and limited dependent variable models • Problem-solving approach assumes no prior knowledge of econometrics emphasising intuition rather than formulae, giving students the skills and confidence to estimate and interpret models • Detailed examples and case studies from finance show students how techniques are applied in real research • Sample instructions and output from the popular computer package EViews enable students to implement models themselves and understand how to interpret results • Gives advice on planning and executing a project in empirical finance, preparing students for using econometrics in practice • Covers important modern topics such as time-series forecasting, volatility modelling, switching models and simulation methods • Thoroughly class-tested in leading finance schools. Bundle with EViews student version 6 available. Please contact us for more details.

Handbook of Financial Econometrics

Yacine Ait-Sahalia,Lars Peter Hansen
Handbook of Financial Econometrics Book PDF

Author : Yacine Ait-Sahalia,Lars Peter Hansen
Publisher : Elsevier
Page : 384 pages
File Size : 48,5 Mb
Release : 2009-10-21
Category : Business & Economics
ISBN : 0444535497

Get Book

Handbook of Financial Econometrics by Yacine Ait-Sahalia,Lars Peter Hansen Pdf

Applied financial econometrics subjects are featured in this second volume, with papers that survey important research even as they make unique empirical contributions to the literature. These subjects are familiar: portfolio choice, trading volume, the risk-return tradeoff, option pricing, bond yields, and the management, supervision, and measurement of extreme and infrequent risks. Yet their treatments are exceptional, drawing on current data and evidence to reflect recent events and scholarship. A landmark in its coverage, this volume should propel financial econometric research for years. Presents a broad survey of current research Contributors are leading econometricians Offers a clarity of method and explanation unavailable in other financial econometrics collections

Financial Econometrics

Peijie Wang
Financial Econometrics Book PDF

Author : Peijie Wang
Publisher : Routledge
Page : 193 pages
File Size : 51,5 Mb
Release : 2005-08-16
Category : Business & Economics
ISBN : 9781134591121

Get Book

Financial Econometrics by Peijie Wang Pdf

This book which provides an overview of contemporary topics related to the modelling of financial time series, is set against a backdrop of rapid expansions of interest in both the models themselves and the financial problems to which they are applied. This excellent textbook covers all the major developments in the area in recent years in an informative as well as succinct way. Refreshingly, every chapter has a section of two or more examples and a section of empirical literature, offering the reader the opportunity to practice the kind of research going on in the area. This approach helps the reader develop interest, confidence and momentum in learning contemporary econometric topics

Financial Econometrics, Mathematics and Statistics

Cheng-Few Lee,Hong-Yi Chen,John Lee
Financial Econometrics Mathematics and Statistics Book PDF

Author : Cheng-Few Lee,Hong-Yi Chen,John Lee
Publisher : Springer
Page : 655 pages
File Size : 53,9 Mb
Release : 2019-06-03
Category : Business & Economics
ISBN : 9781493994298

Get Book

Financial Econometrics, Mathematics and Statistics by Cheng-Few Lee,Hong-Yi Chen,John Lee Pdf

This rigorous textbook introduces graduate students to the principles of econometrics and statistics with a focus on methods and applications in financial research. Financial Econometrics, Mathematics, and Statistics introduces tools and methods important for both finance and accounting that assist with asset pricing, corporate finance, options and futures, and conducting financial accounting research. Divided into four parts, the text begins with topics related to regression and financial econometrics. Subsequent sections describe time-series analyses; the role of binomial, multi-nomial, and log normal distributions in option pricing models; and the application of statistics analyses to risk management. The real-world applications and problems offer students a unique insight into such topics as heteroskedasticity, regression, simultaneous equation models, panel data analysis, time series analysis, and generalized method of moments. Written by leading academics in the quantitative finance field, allows readers to implement the principles behind financial econometrics and statistics through real-world applications and problem sets. This textbook will appeal to a less-served market of upper-undergraduate and graduate students in finance, economics, and statistics. ​

Theory and Econometrics of Financial Asset Pricing

Kian Guan Lim
Theory and Econometrics of Financial Asset Pricing Book PDF

Author : Kian Guan Lim
Publisher : Walter de Gruyter GmbH & Co KG
Page : 402 pages
File Size : 46,6 Mb
Release : 2022-08-22
Category : Business & Economics
ISBN : 9783110673951

Get Book

Theory and Econometrics of Financial Asset Pricing by Kian Guan Lim Pdf

This book will provide a firm foundation in the understanding of financial economics applied to asset pricing. It carries the real world perspective of how the market works, including behavioral biases, and also wraps that understanding in the context of a rigorous economics framework of investors’ risk preferences, underlying price dynamics, rational choice in the large, and market equilibrium other than inexplicable irrational bubbles. It concentrates on analyses of stock, credit, and option pricing. Existing highly cited finance models in pricing of these assets are covered in detail, and theory is accompanied by rigorous applications of econometrics. Econometrics contain elucidations of both the statistical theory as well as the practice of data analyses. Linear regression methods and some nonlinear methods are also covered. The contribution of this book, and at the same time, its novelty, is in employing materials in probability theory, economics optimization, econometrics, and data analyses together to provide a rigorous and sharp intellect for investment and financial decision-making. Mistakes are often made with far too often sweeping pragmatism without deeply knowing the underpinnings of how the market economics works. This book is written at a level that is both academically rigorous for university courses in investment, derivatives, risk management, as well as not too mathematically deep so that finance and banking graduate professionals can have a real journey into the frontier financial economics thinking and rigorous data analytical findings.

Econometrics of Financial High-Frequency Data

Nikolaus Hautsch
Econometrics of Financial High Frequency Data Book PDF

Author : Nikolaus Hautsch
Publisher : Springer Science & Business Media
Page : 374 pages
File Size : 48,9 Mb
Release : 2011-10-12
Category : Business & Economics
ISBN : 9783642219252

Get Book

Econometrics of Financial High-Frequency Data by Nikolaus Hautsch Pdf

The availability of financial data recorded on high-frequency level has inspired a research area which over the last decade emerged to a major area in econometrics and statistics. The growing popularity of high-frequency econometrics is driven by technological progress in trading systems and an increasing importance of intraday trading, liquidity risk, optimal order placement as well as high-frequency volatility. This book provides a state-of-the art overview on the major approaches in high-frequency econometrics, including univariate and multivariate autoregressive conditional mean approaches for different types of high-frequency variables, intensity-based approaches for financial point processes and dynamic factor models. It discusses implementation details, provides insights into properties of high-frequency data as well as institutional settings and presents applications to volatility and liquidity estimation, order book modelling and market microstructure analysis.

The Elements of Financial Econometrics

Jianqing Fan,Qiwei Yao
The Elements of Financial Econometrics Book PDF

Author : Jianqing Fan,Qiwei Yao
Publisher : Cambridge University Press
Page : 394 pages
File Size : 42,7 Mb
Release : 2017-03-23
Category : Business & Economics
ISBN : 9781107191174

Get Book

The Elements of Financial Econometrics by Jianqing Fan,Qiwei Yao Pdf

A compact, master's-level textbook on financial econometrics, focusing on methodology and including real financial data illustrations throughout. The mathematical level is purposely kept moderate, allowing the power of the quantitative methods to be understood without too much technical detail.

Data Science for Financial Econometrics

Nguyen Ngoc Thach,Vladik Kreinovich,Nguyen Duc Trung
Data Science for Financial Econometrics Book PDF

Author : Nguyen Ngoc Thach,Vladik Kreinovich,Nguyen Duc Trung
Publisher : Springer Nature
Page : 633 pages
File Size : 52,7 Mb
Release : 2020-11-13
Category : Computers
ISBN : 9783030488536

Get Book

Data Science for Financial Econometrics by Nguyen Ngoc Thach,Vladik Kreinovich,Nguyen Duc Trung Pdf

This book offers an overview of state-of-the-art econometric techniques, with a special emphasis on financial econometrics. There is a major need for such techniques, since the traditional way of designing mathematical models – based on researchers’ insights – can no longer keep pace with the ever-increasing data flow. To catch up, many application areas have begun relying on data science, i.e., on techniques for extracting models from data, such as data mining, machine learning, and innovative statistics. In terms of capitalizing on data science, many application areas are way ahead of economics. To close this gap, the book provides examples of how data science techniques can be used in economics. Corresponding techniques range from almost traditional statistics to promising novel ideas such as quantum econometrics. Given its scope, the book will appeal to students and researchers interested in state-of-the-art developments, and to practitioners interested in using data science techniques.