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"This four-volume handbook covers important concepts and tools used in the fields of financial econometrics, mathematics, statistics, and machine learning. Econometric methods have been applied in asset pricing, corporate finance, international finance, options and futures, risk management, and...
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/ C F Lee. Credit analysis, bond rating forecasting, and default probability estimation / C F Lee. Market model, CAPM, and … : theory and empirical evidence / C F Lee, C-M Tsai and A C Lee -- vol. iv. A dynamic capm with supply effect theory and … intertemporal CAPM on international corporate finance / J-R Chang, M-W Hung and C F Lee. What drives variation in the international …
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"This book introduces the readers to the rapidly growing literature and latest results on financial, fundamental and seasonal anomalies, stock selection modeling and portfolio management. Fifty years ago, finance professors taught the Efficient Markets Hypothesis which states that the average...
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