Financial Econometrics (Chinese Edition)

 
9787509529621: Financial Econometrics (Chinese Edition)
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Written by Jiang Jinyong and Pan Guanzhong, it makes a systematic introduction of the basic methods and commonly used tools of financial econometrics( with some contents being the authors original achievements). It is very close to the actual situation of Chinas financial market while reflecting the latest progress of teaching and research in the field. It fills a domestic blank of similar writings in China, hence a suitable text book or reference book for students, teachers, academics and industry delegates in financial sector. Jiang Jinyong was conferred on the degree of Ph.D of economics by the University of Western Ontario in 1995, and Ph.D of finance by Shanghai University of Finance. His main research field covers: the effectiveness of capital markets, interest rate models, option pricing, volatility estimates and projections, fund performance evaluation as well as monetary policy and financial markets.

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JIANG JIN YONG // PAN GUAN ZHONG
ISBN 10: 750952962X ISBN 13: 9787509529621
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Book Description paperback. Condition: New. Language:Chinese.Pages Number: 310 Publisher: China Finance Pub. Date :2011-07-01 version 1. Contents: The first part of the discrete-time model. the calculation yields the first chapter. common databases and statistical software. yield calculations 1.1 1.2 1.3 commonly used in financial databases commonly used statistical software Chapter asset pricing model with the test of time-series estimates 2.1 2.2 capm capital asset pricing model estimation and testing of empirical examples of over 2. Seller Inventory # LJ8767

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