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The past twenty years have seen an extraordinary growth in the use of quantitative methods in financial markets. Finance professionals now routinely use sophisticated statistical techniques in portfolio management, proprietary trading, risk management, financial consulting, and securities regulation. This graduate-level textbook is intended for PhD students, advanced MBA students, and industry professionals interested in the econometrics of financial modeling. The book covers the entire spectrum of empirical finance, including: the predictability of asset returns, tests of the Random Walk Hypothesis, the microstructure of securities markets, event analysis, the Capital Asset Pricing Model and the Arbitrage Pricing Theory, the term structure of interest rates, dynamic models of economic equilibrium, and nonlinear financial models such as ARCH, neural networks, statistical fractals, and chaos theory.
Each bankruptcy develops statistical strategies inside the context of a specific economic application. This interesting new textual content carries a completely unique and available aggregate of idea and practice, bringing brand new statistical strategies to the vanguard of economic applications. Each bankruptcy additionally consists of a dialogue of new empirical evidence, for example, the rejection of the Random Walk Hypothesis, in addition to troubles designed to assist readers contain what they have got examine into their very own applications.
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