Applied Financial Econometrics: Theory, Method and Applications 1st Edition Maiti – Ebook Instant Download/Delivery ISBN(s): 9789811640629,9811640629
Product details:
• ISBN 10:9811640629
• ISBN 13: 9789811640629
• Author:
Table contents:
1. Introduction
2. Random Walk Hypothesis
3. Geometric Brownian Motion
4. Efficient Frontier and Portfolio Optimization
5. Introduction to Asset Pricing Factor Models
6. Risk Analysis
7. Introduction to Fat Tails
8. Threshold Autoregression
9. Introduction to Wavelets
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