Financial Econometrics
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19

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1

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Published By Cambridge University Press

9781316819302, 9781107177154, 9781316630334

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Bibliography

Financial Econometrics ◽

10.1017/9781316819302.018 ◽

2019 ◽

pp. 533-552

Risk Management and Tail Estimation

Financial Econometrics ◽

10.1017/9781316819302.015 ◽

2019 ◽

pp. 476-496

Keyword(s):

Risk Management ◽

Tail Estimation

Econometric Background

Financial Econometrics ◽

10.1017/9781316819302.003 ◽

2019 ◽

pp. 55-74 ◽

Cited By ~ 1

Preface

Financial Econometrics ◽

10.1017/9781316819302.001 ◽

2019 ◽

pp. xxi-xxiv

Multifactor Pricing Models

Financial Econometrics ◽

10.1017/9781316819302.009 ◽

2019 ◽

pp. 279-313

Keyword(s):

Pricing Models

Empirical Market Microstructure

Financial Econometrics ◽

10.1017/9781316819302.006 ◽

2019 ◽

pp. 152-200

Keyword(s):

Market Microstructure

Return Predictability and the Efficient Markets Hypothesis

Financial Econometrics ◽

10.1017/9781316819302.004 ◽

2019 ◽

pp. 75-133

Keyword(s):

Return Predictability ◽

Efficient Markets ◽

Efficient Markets Hypothesis

Appendix

Financial Econometrics ◽

10.1017/9781316819302.017 ◽

2019 ◽

pp. 524-532

Exercises and Complements

Financial Econometrics ◽

10.1017/9781316819302.016 ◽

2019 ◽

pp. 497-523

Yield Curve

Financial Econometrics ◽

10.1017/9781316819302.014 ◽

2019 ◽

pp. 463-475

Keyword(s):

Yield Curve