Includes traditional elements of financial econometrics but is not yet another volume in econometrics. Discusses statistical and probability techniques commonly used in quantitative finance. The reader will be able to explore more complex structures without getting inundated with the underlying mathematics.Campbell JY, Shiller RJ (1988b) Stock prices, earnings and expected dividends. Journal of ... in stock prices. Journal of Financial and Quantitative Analysis, 25: 101-112 Diba BT, Grossman HI (1984) Rational bubbles in the price of gold.
|Title||:||Empirical Techniques in Finance|
|Author||:||Ramaprasad Bhar, Shigeyuki Hamori|
|Publisher||:||Springer Science & Business Media - 2006-01-17|