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008 150903s2005 gw | o |||| 0|eng d
020 _a9783540276425
_99783540276425
024 7 _a10.1007/3540276424
_2doi
035 _avtls000347002
039 9 _a201509030734
_bVLOAD
_c201404121315
_dVLOAD
_c201404091053
_dVLOAD
_y201402070921
_zstaff
040 _aMX-SnUAN
_bspa
_cMX-SnUAN
_erda
050 4 _aHG1-9999
100 1 _aBhar, Ramaprasad.
_eautor
_9327958
245 1 0 _aEmpirical Techniques in Finance /
_cby Ramaprasad Bhar, Shigeyuki Hamori.
264 1 _aBerlin, Heidelberg :
_bSpringer Berlin Heidelberg,
_c2005.
300 _axii, 243 páginas 30 ilustraciones
_brecurso en línea.
336 _atexto
_btxt
_2rdacontent
337 _acomputadora
_bc
_2rdamedia
338 _arecurso en línea
_bcr
_2rdacarrier
347 _aarchivo de texto
_bPDF
_2rda
490 0 _aSpringer Finance
500 _aSpringer eBooks
505 0 _aBasic Probability Theory and Markov Chains -- Estimation Techniques -- Non-Parametric Method of Estimation -- Unit Root, Cointegration and Related Issues -- VAR Modeling -- Time Varying Volatility Models -- State-Space Models (I) -- State-Space Models (II) -- Discrete Time Real Asset Valuation Model -- Discrete Time Model of Interest Rate -- Global Bubbles in Stock Markets and Linkages -- Forward FX Market and the Risk Premium -- Equity Risk Premia from Derivative Prices.
520 _aThe rapid advances in financial technology in the past decade have led to a commensurate increase in sophistication for modelling techniques needed by the researchers for the understanding of financial markets. The book aims at equipping graduate students, market analysts and others with a wide range of empirical techniques. It not only discusses the analytical structures behind such modelling approaches, but also explains how they are applied to actual data. Besides traditional elements of financial econometrics and statistical techniques commonly used in quantitative finance, the book covers: estimation of parametric and non-parametric models; advanced tools to deal with unobserved components; discrete time models of asset prices and of interest rates. Illustrations include speculative equity prices, equity and currency risk premium as well as real investment opportunity analysis and interest rate contingent claim valuation.
590 _aPara consulta fuera de la UANL se requiere clave de acceso remoto.
700 1 _aHamori, Shigeyuki.
_eautor
_9327959
710 2 _aSpringerLink (Servicio en línea)
_9299170
776 0 8 _iEdición impresa:
_z9783540251231
856 4 0 _uhttp://remoto.dgb.uanl.mx/login?url=http://dx.doi.org/10.1007/3-540-27642-4
_zConectar a Springer E-Books (Para consulta externa se requiere previa autentificación en Biblioteca Digital UANL)
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