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, mathematics, statistics, and machine learning. Econometric methods have been applied in asset pricing, corporate finance …"This four-volume handbook covers important concepts and tools used in the fields of financial econometrics …, international finance, options and futures, risk management, and in stress testing for financial institutions. This handbook …
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This paper discusses the estimation of models of the term structure of interest rates. After reviewing the term structure models, specifically the Nelson-Siegel Model and Affine Term- Structure Model, this paper estimates the terms structure of Treasury bond yields for the United States with...
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, mathematics, statistics, and machine learning. Econometric methods have been applied in asset pricing, corporate finance …vol. i. Introduction to financial econometrics, mathematics, statistics, and machine learning / C F Lee. Do managers …"This four-volume handbook covers important concepts and tools used in the fields of financial econometrics …
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