书名：Empirical Techniques in Finance - Bhar
     作者：Ramaprasad Bhar
     版次：2005
     格式：精美pdf非扫描版(文字可复制)
     页数：243
     出版者：Springer
     简介：http://www.amazon.com/Empirical-Techniques-Finance-Springer/dp/3540251235
     简文：books.google.com
     附注：本书为金融工程学习者进阶参考教材

Table of Contents
     1   Introduction 1
     2   Basic probability theory and Markov chains 5
     3   Estimation techniques 19
     4   Non-parametric method of estimation 31
     5   Unit root, cointegration and related issues 41
     6   VAR modeling 55
     7   Time varying volatility models 67
     8   State-space models (I) 83
     9   State-space models (II) 105
     10 Discrete time real asset valuation model 127
     11 Discrete time model of interest rate 141
     12 Global bubbles in stock markets and linkages 155
     13 Forward FX market and the risk premium 193
     14 Equity risk premia from derivative prices 215

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