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URL :  Lecture Notes in Financial Econometrics
Author : Paul Söderlind
Detail : eBook Edition: 2013

This document contains information related to Financial Econometrics, from lecture notes MSc Course.

eBook Contents

Review of Statistics - Least Squares Estimation - Regression Diagnostics - Asymptotic Results on OLS - Index Models - Testing CAPM and Multifactor Models - Time Series Analysis - Predicting Asset Returns - Maximum Likelihood Estimation - ARCH and GARCH - Risk Measures - Return Distributions (Univariate) - Return Distributions (Multivariate) - Option Pricing and Estimation of Continuous Time Processes - Event Studies - Kernel Density Estimation and Regression - Simulating the Finite Sample Properties - Panel Data - Binary Choice Models

eBook License: Copyrighted (Personal Use Only)

Free PDF eBook - 4.51 Mb - 348 pages
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