Quantitative Financial Econometrics

Stocks，Bonds and Foreign Exchange

By Keith Cuthbertson

Newcastle upon Tyne University

            And

City University Business School

 

Part 1 Returns and Valutation

Part 2 Efficiency, Predictability and Volatility

Part 3 The Bond Market

Part 4 The Foreign exchange market

Part 5 Test of the EMH using the VAR Methodology

Part 6 Time Varying Risk Premia

Part 7 Econometric Issues in Testing Asset Pricing Models

 

  

[此贴子已经被作者于2009-4-6 4:05:31编辑过]