Financial Valuation and Econometrics
Latest Publications

TOTAL DOCUMENTS

22

(FIVE YEARS 0)

H-INDEX

1

(FIVE YEARS 0)

Published By WORLD SCIENTIFIC

9789814307956, 9789814307963

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

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

Financial Valuation and Econometrics ◽

10.1142/9789814307963_0015 ◽

2011 ◽

pp. 283-297

Keyword(s):

Exchange Rates ◽

Risk Premium

Download Full-text

SPECIFICATION ERRORS

Financial Valuation and Econometrics ◽

10.1142/9789814307963_0012 ◽

2011 ◽

pp. 213-243

Keyword(s):

Specification Errors

Download Full-text

ESTIMATION ERRORS AND T-TESTS APPLICATION: EVENT STUDIES

Financial Valuation and Econometrics ◽

10.1142/9789814307963_0009 ◽

2011 ◽

pp. 159-176

Keyword(s):

Event Studies ◽

Estimation Errors

Download Full-text

PROBABILITY DISTRIBUTION AND STATISTICS

Financial Valuation and Econometrics ◽

10.1142/9789814307963_0001 ◽

2011 ◽

pp. 1-24

Keyword(s):

Probability Distribution

Download Full-text

MEAN REVERTING CONTINUOUS TIME PROCESS APPLICATION: BONDS AND TERM STRUCTURES

Financial Valuation and Econometrics ◽

10.1142/9789814307963_0018 ◽

2011 ◽

pp. 339-360

Keyword(s):

Continuous Time ◽

Time Process ◽

Term Structures ◽

Continuous Time Process

Download Full-text

MORE MULTIPLE LINEAR REGRESSIONS APPLICATION: MULTI-FACTOR ASSET PRICING

Financial Valuation and Econometrics ◽

10.1142/9789814307963_0014 ◽

2011 ◽

pp. 265-281

Keyword(s):

Asset Pricing ◽

Multiple Linear Regressions ◽

Linear Regressions

Download Full-text

RANDOM WALK APPLICATION: MARKET EFFICIENCY

Financial Valuation and Econometrics ◽

10.1142/9789814307963_0007 ◽

2011 ◽

pp. 127-146

Keyword(s):

Random Walk ◽

Market Efficiency

Download Full-text

CONSTRAINED REGRESSION APPLICATION: COST OF CAPITAL

Financial Valuation and Econometrics ◽

10.1142/9789814307963_0005 ◽

2011 ◽

pp. 85-101

Keyword(s):

Cost Of Capital ◽

Constrained Regression

Download Full-text

MODEL ESTIMATION APPLICATION: CAPITAL ASSET PRICING MODEL

Financial Valuation and Econometrics ◽

10.1142/9789814307963_0004 ◽

2011 ◽

pp. 69-83

Keyword(s):

Asset Pricing ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Model Estimation ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

Download Full-text

CONDITIONAL HETEROSKEDASTICITY APPLICATION: RISK ESTIMATION

Financial Valuation and Econometrics ◽

10.1142/9789814307963_0017 ◽

2011 ◽

pp. 319-338

Keyword(s):

Risk Estimation ◽

Conditional Heteroskedasticity

Download Full-text