Financial Econometrics - Routledge Advanced Texts in Economics and Finance
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9780415426701, 9780203892879

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Present value models and tests for rationality and market efficiency

Financial Econometrics - Routledge Advanced Texts in Economics and Finance ◽

10.4324/9780203892879.ch8 ◽

2008 ◽

pp. 131-150

Keyword(s):

Market Efficiency ◽

Present Value

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Time-varying volatility models

Financial Econometrics - Routledge Advanced Texts in Economics and Finance ◽

10.4324/9780203892879.ch5 ◽

2008 ◽

pp. 66-88 ◽

Cited By ~ 1

Keyword(s):

Time Varying ◽

Volatility Models

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Research tools and sources of information

Financial Econometrics - Routledge Advanced Texts in Economics and Finance ◽

10.4324/9780203892879.ch14 ◽

2008 ◽

pp. 289-312

Keyword(s):

Sources Of Information ◽

Research Tools

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Limited dependent variables and discrete choice models

Financial Econometrics - Routledge Advanced Texts in Economics and Finance ◽

10.4324/9780203892879.ch11 ◽

2008 ◽

pp. 198-225

Keyword(s):

Discrete Choice ◽

Choice Models ◽

Discrete Choice Models ◽

Limited Dependent Variables ◽

Dependent Variables

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Frequency domain analysis of time series

Financial Econometrics - Routledge Advanced Texts in Economics and Finance ◽

10.4324/9780203892879.ch10 ◽

2008 ◽

pp. 168-197

Keyword(s):

Time Series ◽

Frequency Domain ◽

Domain Analysis ◽

Frequency Domain Analysis ◽

Analysis Of Time Series

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Stochastic processes and financial data generating processes

Financial Econometrics - Routledge Advanced Texts in Economics and Finance ◽

10.4324/9780203892879.ch1 ◽

2008 ◽

pp. 1-14

Keyword(s):

Stochastic Processes ◽

Financial Data

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Shock persistence and impulse response analysis

Financial Econometrics - Routledge Advanced Texts in Economics and Finance ◽

10.4324/9780203892879.ch6 ◽

2008 ◽

pp. 89-112

Keyword(s):

Impulse Response ◽

Response Analysis ◽

Impulse Response Analysis

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Commonly applied statistical distributions and their relevance

Financial Econometrics - Routledge Advanced Texts in Economics and Finance ◽

10.4324/9780203892879.ch2 ◽

2008 ◽

pp. 15-29

Keyword(s):

Statistical Distributions

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Panel data analysis

Financial Econometrics - Routledge Advanced Texts in Economics and Finance ◽

10.4324/9780203892879.ch13 ◽

2008 ◽

pp. 249-288 ◽

Cited By ~ 1

Keyword(s):

Data Analysis ◽

Panel Data ◽

Panel Data Analysis

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Limited dependent variables and truncated and censored samples

Financial Econometrics - Routledge Advanced Texts in Economics and Finance ◽

10.4324/9780203892879.ch12 ◽

2008 ◽

pp. 226-248

Keyword(s):

Censored Samples ◽

Limited Dependent Variables ◽

Dependent Variables

Download Full-text

Financial Econometrics - Routledge Advanced Texts in Economics and FinanceLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Routledge

Present value models and tests for rationality and market efficiency

Time-varying volatility models

Research tools and sources of information

Limited dependent variables and discrete choice models

Frequency domain analysis of time series

Stochastic processes and financial data generating processes

Shock persistence and impulse response analysis

Commonly applied statistical distributions and their relevance

Panel data analysis

Limited dependent variables and truncated and censored samples

Financial Econometrics - Routledge Advanced Texts in Economics and Finance
Latest Publications