Biblioteca Especializada

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Handbook of Research Methods and Applications in Empirical Finance / Adrian R. Bell

Público ISBD Título : Handbook of Research Methods and Applications in Empirical Finance Tipo de documento: libro Autores: Adrian R. Bell, editor ; Chris Brooks, editor ; Marcel Prokopczuk, editor Editorial: Cheltenham : Edward Elgar Fecha de publicación: 2013 Número de páginas: xii, 482p ISBN/ISSN/DL: 978-0-85793-608-0 Clasificación: 332 Handbook of Research Methods and Applications in Empirical Finance [libro] / Adrian R. Bell, editor ; Chris Brooks, editor ; Marcel Prokopczuk, editor . - Cheltenham : Edward Elgar, 2013 . - xii, 482p. ISBN : 978-0-85793-608-0 Clasificación: 332

Contenido :

• Markov switching models in asset pricing research / Massimo Guidolin
• Portfolio optimization: theory and practical implementation / William T. Ziemba
• Testing for speculative bubbles in asset prices / Keith Anderson
• Estimating term structure models with the Kalman filter / Marcel Prokopczuk
• American option pricing using simulation with an application to the GARCH model / Lars Stentoft
• Derivatives pricing with affine models and numerical implementation / Ke Chen
• Markov Chain Monte Carlo with particle filtering / Yongwoong Lee
• Competition in banking: measurement and interpretation / Hong Liu
• Using heteroskedastic models to analyze the use of rules versus discretion in lending decisions / Geraldo Cerqueiro
• Liquidity measures / Thomas Johann
• Testing for contagion: the impact of US structured markets on international financial markets / Woon Sau Leung
• Empirical mergers and acquisitions research: a review of methods, evidence and managerial implications / Andrey Golubov
• The construction and valuation effect of corporate governance indices / Manuel Ammann
• Does hedging reduce economic exposure? Hurricanes, jet fuel prices and airlines / David A. Carter
• Quantifying the uncertainty in VaR and expected shortfall estimates / Silvia Stanescu
• Econometric modeling of exchange rate volatility and jumps / Deniz Erdemlioglu
• Predicting financial distress of companies: revisiting the Z-Score and ZETA models / Edward I. Altman
• Quantifying time variation and asymmetry in measures of covariance risk: a simulation approach / Ólan T. Henry

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Código de barras	Signatura	Tipo de medio	Ubicación	Sección	Estado
37725	332 BELh	Libro	Biblioteca Especializada	Colección general	Disponible