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Springer Finance

Empirical Techniques in Finance

Authors: Bhar, Ramaprasad, Hamori, Shigeyuki

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eBook 118,99 €
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  • ISBN 978-3-540-27642-5
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Hardcover 155,99 €
price for Spain (gross)
  • ISBN 978-3-540-25123-1
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  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
Softcover 155,99 €
price for Spain (gross)
  • ISBN 978-3-642-06417-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
About this book

This book offers the opportunity to study and experience advanced empi- cal techniques in finance and in general financial economics. It is not only suitable for students with an interest in the field, it is also highly rec- mended for academic researchers as well as the researchers in the industry. The book focuses on the contemporary empirical techniques used in the analysis of financial markets and how these are implemented using actual market data. With an emphasis on Implementation, this book helps foc- ing on strategies for rigorously combing finance theory and modeling technology to extend extant considerations in the literature. The main aim of this book is to equip the readers with an array of tools and techniques that will allow them to explore financial market problems with a fresh perspective. In this sense it is not another volume in eco- metrics. Of course, the traditional econometric methods are still valid and important; the contents of this book will bring in other related modeling topics that help more in-depth exploration of finance theory and putting it into practice. As seen in the derivatives analysis, modern finance theory requires a sophisticated understanding of stochastic processes. The actual data analyses also require new Statistical tools that can address the unique aspects of financial data. To meet these new demands, this book explains diverse modeling approaches with an emphasis on the application in the field of finance.

Table of contents (14 chapters)

Table of contents (14 chapters)
  • Introduction

    Pages 1-4

  • Basic Probability Theory and Markov Chains

    Pages 5-17

  • Estimation Techniques

    Pages 19-29

  • Non-Parametric Method of Estimation

    Pages 31-39

  • Unit Root, Cointegration and Related Issues

    Pages 41-54

Buy this book

eBook 118,99 €
price for Spain (gross)
  • ISBN 978-3-540-27642-5
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover 155,99 €
price for Spain (gross)
  • ISBN 978-3-540-25123-1
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
Softcover 155,99 €
price for Spain (gross)
  • ISBN 978-3-642-06417-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
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Bibliographic Information

Bibliographic Information
Book Title
Empirical Techniques in Finance
Authors
Series Title
Springer Finance
Copyright
2005
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-540-27642-5
DOI
10.1007/3-540-27642-4
Hardcover ISBN
978-3-540-25123-1
Softcover ISBN
978-3-642-06417-3
Series ISSN
1616-0533
Edition Number
1
Number of Pages
XII, 243
Topics