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00632nam ac200217 k 4500
000003591831
20220101120000
ta
010731s1997 US 000 eng
▼a 0691043019:
▼c 65
▼a 211070
▼c 211070
▼d 123456
▼l WM0003031787
▼l WM1829
▼c 2
▼a HG4523
▼a HG4523
▼b C27
▼a THE ECONOMETRICS OF FINANCIAL MARKETS/
▼d CAMPBELL,JOHN Y;
▼e LO,ANDREW W;
▼e MACKINLAY,A CRAIG
▼a PRINCETON:
▼b PRINCETON UNIV.,
▼c 1997.
▼a 611p.
▼a Capital market
▼a Econometric models
▼a CAMPBELL,JOHN Y
▼a LO,ANDREW W
▼a MACKINLAY,A CRAIG
▼a 단행본
| 자료유형 : | 단행본 |
|---|---|
| ISBN : | 0691043019: |
| 분류기호 : | HG4523 |
| 서명/저자사항 : | THE ECONOMETRICS OF FINANCIAL MARKETS/ CAMPBELL,JOHN Y; LO,ANDREW W; MACKINLAY,A CRAIG |
| 발행사항 : | PRINCETON: PRINCETON UNIV., 1997. |
| 형태사항 : | 611p. |
| 개인저자 : | CAMPBELL,JOHN Y |
| 개인저자 : | LO,ANDREW W |
| 개인저자 : | MACKINLAY,A CRAIG |
| 언어 | 영어 |
WMO199931452
권 호 : 611
발행년 : 1997
서 명 : THE ECONOMETRICS OF FINANCIAL MARKETS
발행처 : CAMPBELL,JOHN Y
목차
1. THE PREDICTABILITY OF ASSET RETURNS
2. MARKET MICROSTRUCTURE
3. EVENT-STUDY ANALYSIS
4. THE CAPITAL ASSET PRICING MODEL
5. MULTIFACTOR PRICING MODELS
6. PRESENT-VALUE RELATIONS
7. INTERTEMPORAL EQUILIBRIUM MODELS
8. DERIVATIVE PRICING MODELS
9. FIXED-INCOME SECURITIES
10. TERM-STRUCTURE MODELS
11. NONLINEARITIES IN FINANCIAL DATA
1. The Predictability of Asset Returns
2. Market Microstructure
3. Event-Study Analysis
4. The Capital Asset Pricing Model
5. Multifactor Pricing Models
6. Present-Value Relations
7. Intertemporal Equilibrium Models
8. Derivative Pricing Models
9. Fixed-Income Securities
10. Term-Structure Models
11. Nonlinearities in Financial Data
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