Quantitative Financial Economics: Stocks, Bonds and Foreign Exchange
Language: English
Published by Wiley, 1996
- Softcover
- Used

Seller: ThriftBooks-Dallas, Dallas, TX, U.S.A.ThriftBooks-Dallas
AbeBooks seller since July 2, 2009
Condition: Used - Very good
US$ 17.09
Quantity: 1 available
Add to basketItem description from seller
May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less.
Seller Inventory # G0471953601I4N00
- Title
- Quantitative Financial Economics: Stocks, Bonds and Foreign Exchange
- Author
- Keith Cuthbertson
- Publisher
- Wiley
- Publication year
- 1996
- Condition
- Very Good
- Dust jacket
- No Jacket
- Binding
- Paperback
- Language
- English
- ISBN 10
- 0471953601
- ISBN 13
- 9780471953609
- Item weight
- 2.1 pounds
* Models of noise trader behaviour and short-termism
* Rational and intrinsic bubbles
* Chaos and time varying risk
* Non-stationarity and cointegration
* Rational expectations
* ARCH and GARCH models
The author demonstrates how competing theoretical models may be tested and provides illustrative empirical results and theories from the stock, bond and foreign exchange markets. With a judicious blend of theory and practice Quantitative Financial Economics progresses from simple to more complex theoretical models and empirical tests, making it accessible to both students and practitioners undertaking research into the behaviour of asset returns and prices.
"Synopsis" may belong to another edition of this title.
From the Back Cover
* Models of noise trader behaviour and short-termism
* Rational and intrinsic bubbles
* Chaos and time varying risk
* Non-stationarity and cointegration
* Rational expectations
* ARCH and GARCH models
The author demonstrates how competing theoretical models may be tested and provides illustrative empirical results and theories from the stock, bond and foreign exchange markets. With a judicious blend of theory and practice Quantitative Financial Economics progresses from simple to more complex theoretical models and empirical tests, making it accessible to both students and practitioners undertaking research into the behaviour of asset returns and prices.
"About the title" may belong to another edition of this title.
ThriftBooks-Dallas
Dallas, TX, U.S.A.
AbeBooks seller since July 2, 2009
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