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Nikiforos T. Laopodis, Nikiforos T. (The American College of Gr Laopodis, Nikiforos T. (The American College of Greece Laopodis

Financial Economics and Econometrics

English · Paperback / Softback

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Description

Financial Economics and Econometrics provides an overview of the core topics in theoretical and empirical finance, with an emphasis on applications and interpreting results.

About the author

Nikiforos T. Laopodis is a finance professor in the School of Business and Economics at the American College of Greece, Athens, Greece.

Summary

Financial Economics and Econometrics provides an overview of the core topics in theoretical and empirical finance, with an emphasis on applications and interpreting results.

Product details

Authors	Nikiforos T. Laopodis, Nikiforos T. (The American College of Gr Laopodis, Nikiforos T. (The American College of Greece Laopodis
Publisher	Taylor & Francis Ltd.

Content	Book
Product form	Paperback / Softback
Publication date	31.12.2021
Subject	Social sciences, law, business > Business > General, dictionaries

EAN	9781032070179
ISBN	978-1-0-3207017-9
Pages	730

Series	Routledge Advanced Texts in Economics and Finance
Subjects	DCC, Business & Economics / Investments & Securities / General, BUSINESS & ECONOMICS / Economics / General, BUSINESS & ECONOMICS / Finance / General, BUSINESS & ECONOMICS / Economics / Microeconomics, BUSINESS & ECONOMICS / Corporate Finance / General, BUSINESS & ECONOMICS / Econometrics, BUSINESS & ECONOMICS / Finance / Financial Engineering, Corporate Finance, market portfolio, MSM, Applied mathematics, Investment & securities, Econometrics, Finance and accounting, Time Series Analysis, Econometrics and economic statistics, Credit & Credit Institutions, Empirical asset pricing, Arbitrage Pricing Theory, GARCH model, portfolio risk assessment, EWMA, financial time series, risk modelling techniques, CAPM Beta, Cointegrating Vector, econometric applications in finance, advanced quantitative finance, graduate finance course, Multivariate GARCH Model, VEC Model, consumption CAPM, Conditional VaR, Time Series Regressions, GARCH Type Model, YCS, MGARCH Model, Sharpe Lintner CAPM, Acquiring Firms, News Impact Curves

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