000			02675 a2200313 4500
003			OSt
005			20231109141348.0
008			190619b xxu||||| |||| 00| 0 eng d
020			_a9781316630334 : _c£44.99 ; £47.99
040			_cIIMU
082			_223 _a332.015195
100	1		_aLinton, Oliver
245			_aFinancial Econometrics: _bModels and Methods / _cBy Oliver Linton.
260			_bCambridge University Press _c2019 _aCambridge.
300			_axxvii, 554 p. ; _c25 cm.
365			_aGBP _b£44.99 _c£ _d1 GBP = 93.6 INR
365			_aGBP _b£47.99 _c₹ _d1 GBP = 105.70 INR
504			_aIncludes bibliographical references and index.
505			_a1. Introduction and background 2. Econometric background 3. Return predictability and the efficient markets hypothesis 4. Robust tests and tests of nonlinear predictability of returns 5. Empirical market microstructure 6. Event study analysis 7. Portfolio choice and testing the capital asset pricing model 8. Multifactor pricing models 9. Present value relations 10. Intertemporal equilibrium pricing 11. Volatility 12. Continuous time processes 13. Yield curve 14. Risk management and tail estimation 15. Exercises and complements 16. Appendix.
520			_aThis is a thorough exploration of the models and methods of financial econometrics by one of the world's leading financial econometricians and is for students in economics, finance, statistics, mathematics, and engineering who are interested in financial applications. Based on courses taught around the world, the up-to-date content covers developments in econometrics and finance over the last twenty years while ensuring a solid grounding in the fundamental principles of the field. Care has been taken to link theory and application to provide real-world context for students. Worked exercises and empirical examples have also been included to make sure complicated concepts are solidly explained and understood. Contains up-to-date coverage of topics reflecting recent developments in financial econometrics, including microstructure and asset pricing This book is based on a successful course taught in the UK, China and Australia Written by one of the world's leading econometricians
650		0	_aFinance _xMathematical models.
650		0	_aFinance _xStatistical methods.
650		0	_aStochastic processes.
650		0	_aTime-series analysis.
650		0	_aFinance _xEconometric models.
650		0	_aEconometrics.
856			_3Publisher Description and Content Page _uhttps://www.cambridge.org/in/universitypress/subjects/economics/finance/financial-econometrics-models-and-methods?format=PB
942			_2ddc _cM
999			_c12585 _d12585