Quantitative Financial Economics by Keith Cuthbertson

Quantitative Financial Economics by Keith Cuthbertson

Quantitative Financial Economics Stocks, Bonds and Foreign Exchange Quantitative techniques in finance have become vitally important to academics and professionals in the financial markets looking to gain a more profitable edge. Quantitative Financial Economics provides a comprehensive introduction to models of economic behaviour in financial markets, focusing on discrete time series analysis. It covers the most recent theoretical and econometric advances in the field, including: Models of noise trader behaviour and short--termism Rational and intrinsic bubbles Chaos and time varying risk Non--stationarity and cointegration Rational expectations ARCH and GARCH models The author demonstrates how competing theoretical models may be tested and provides illustrative empirical results and theories from the stock, bond and foreign exchange markets. With a judicious blend of theory and practice Quantitative Financial Economics progresses from simple to more complex theoretical models and empirical tests, making it accessible to both students and practitioners undertaking research into the behaviour of asset returns and prices.

SKU	Unavailable
ISBN 13	9780471953609
ISBN 10	0471953601
Title	Quantitative Financial Economics
Author	Keith Cuthbertson
Series	Financial Economics And Quantitative Analysis S
Condition	Unavailable
Binding Type	Paperback
Publisher	John Wiley and Sons Ltd
Year published	1996-08-28
Number of pages	492
Cover note	Book picture is for illustrative purposes only, actual binding, cover or edition may vary.