Financial Valuation and Econometrics
Latest Publications

TOTAL DOCUMENTS

27

(FIVE YEARS 0)

H-INDEX

0

(FIVE YEARS 0)

Published By WORLD SCIENTIFIC

9789814644006, 9789814644020

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

ERRORS-IN-VARIABLE APPLICATION: EXCHANGE RATES AND RISK PREMIUM

Financial Valuation and Econometrics ◽

10.1142/9789814644020_0015 ◽

2015 ◽

pp. 293-308

Keyword(s):

Exchange Rates ◽

Risk Premium

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TIME SERIES ANALYSIS APPLICATION: INFLATION FORECASTING

Financial Valuation and Econometrics ◽

10.1142/9789814644020_0006 ◽

2015 ◽

pp. 107-131

Keyword(s):

Time Series ◽

Time Series Analysis ◽

Series Analysis ◽

Inflation Forecasting ◽

Analysis Application

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FIXED AND RANDOM EFFECTS MODELS APPLICATION: SYNCHRONICITY OF STOCK RETURNS

Financial Valuation and Econometrics ◽

10.1142/9789814644020_0023 ◽

2015 ◽

pp. 439-457

Keyword(s):

Stock Returns ◽

Random Effects ◽

Random Effects Models ◽

Fixed And Random Effects

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MAXIMUM LIKELIHOOD AND GOODNESS-OF-FIT APPLICATION: CHOICE OF COPULAS

Financial Valuation and Econometrics ◽

10.1142/9789814644020_0018 ◽

2015 ◽

pp. 351-365

Keyword(s):

Maximum Likelihood ◽

Goodness Of Fit

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MORE MULTIPLE LINEAR REGRESSIONS APPLICATION: MULTI-FACTOR ASSET PRICING

Financial Valuation and Econometrics ◽

10.1142/9789814644020_0014 ◽

2015 ◽

pp. 275-292

Keyword(s):

Asset Pricing ◽

Multiple Linear Regressions ◽

Linear Regressions

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DUMMY VARIABLES AND ANOVA APPLICATION: TIME EFFECT ANOMALIES

Financial Valuation and Econometrics ◽

10.1142/9789814644020_0011 ◽

2015 ◽

pp. 209-222

Keyword(s):

Time Effect ◽

Application Time ◽

Dummy Variables

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STATISTICAL LAWS AND CENTRAL LIMIT THEOREM APPLICATION: STOCK RETURN DISTRIBUTIONS

Financial Valuation and Econometrics ◽

10.1142/9789814644020_0002 ◽

2015 ◽

pp. 25-41

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Central Limit ◽

Stock Return ◽

Return Distributions ◽

Statistical Laws

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LOGIT AND PROBIT REGRESSIONS APPLICATION: CATEGORIZATION AND PREDICTION

Financial Valuation and Econometrics ◽

10.1142/9789814644020_0024 ◽

2015 ◽

pp. 459-480

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GENERALISED METHOD OF MOMENTS APPLICATION: CONSUMPTION-BASED ASSET PRICING

Financial Valuation and Econometrics ◽

10.1142/9789814644020_0021 ◽

2015 ◽

pp. 403-416

Keyword(s):

Asset Pricing ◽

Method Of Moments ◽

Generalised Method Of Moments

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IMPLIED PARAMETERS APPLICATION: OPTION PRICING

Financial Valuation and Econometrics ◽

10.1142/9789814644020_0020 ◽

2015 ◽

pp. 389-402

Keyword(s):

Option Pricing

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