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Statistical methods in finance
Maddala, Gangadharrao S. (contributor);  … - 1996
Persistent link: https://www.econbiz.de/10000610528
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Empirical dynamic asset pricing : model specification and econometric assessment
Singleton, Kenneth J. - 2006
Persistent link: https://www.econbiz.de/10003310745
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Quantitative equity investing : techniques and strategies
Fabozzi, Frank J.; Focardi, Sergio M.; Kolm, Petter N. - 2010
Persistent link: https://www.econbiz.de/10003898661
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Financial econometrics modeling : market microstructure, factor models and financial risk measures
Gregoriou, Greg N. (ed.); Pascalau, Razvan (contributor) - 2011
Persistent link: https://www.econbiz.de/10008654748
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Faktorstruktur und Marktmodelle
Huschens, Stefan - 2004
Persistent link: https://www.econbiz.de/10003642153
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Applied financial econometrics in e-commerce
Islam, Sardar M. N.; Oh, K. B. - 2003 - 1. ed.
Persistent link: https://www.econbiz.de/10001779805
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Stable paretian models in finance
Račev, Svetlozar T.; Mittnik, Stefan - 2000
Persistent link: https://www.econbiz.de/10001354951
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Econometrics of Asset Pricing : Methodological Review and Empirical Exercise
Lozano, Martin - 2011
This review summarizes some of the methodology currently available for estimating and evaluating Beta and stochastic discount factor (SDF) models such as time-series regression, cross-sectional regression, Fama-MacBeth procedure, and the generalized method of moments (GMM). The Fama-French and...
Persistent link: https://www.econbiz.de/10013130564
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A solution manual to "The econometrics of financial markets"
Adamek, Petr; Campbell, John Y.; Lo, Andrew W.; … - 1997
Persistent link: https://www.econbiz.de/10013502965
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The econometrics of financial markets
Campbell, John Y.; Lo, Andrew W.; MacKinlay, Archie Craig - 1997
Persistent link: https://www.econbiz.de/10013503137