The Econometrics of Financial Markets 豆 9.4分

资源最后更新于 2020-11-21 02:18:36

作者：John Y. Campbell

出版社：Princeton University Press

出版日期：1996-01

ISBN：9780691043012

文件格式： pdf

标签： 金融 金融市场计量经济学 Finance 金融时间序列 经济学 Econometrics 经济 统计学

简介· · · · · ·

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 studen...