Theory and Econometrics of Financial Asset Pricing Lim Kian Guan
Theory and Econometrics of Financial Asset Pricing Lim Kian Guan This book will provide a firm foundation in the understanding of financial economics applied to asset pricing. It concentrates on…
Specifikacia Theory and Econometrics of Financial Asset Pricing Lim Kian Guan
Theory and Econometrics of Financial Asset Pricing Lim Kian Guan
This book will provide a firm foundation in the understanding of financial economics applied to asset pricing. It concentrates on analyses of stock, credit, and option pricing. It carries the real world perspective of how the market works, including behavioral biases, and also wraps that understanding in the context of a rigorous economics framework of investors' risk preferences, underlying price dynamics, rational choice in the large, and market equilibrium other than inexplicable irrational bubbles.
Econometrics contain elucidations of both the statistical theory as well as the practice of data analyses. Existing highly cited finance models in pricing of these assets are covered in detail, and theory is accompanied by rigorous applications of econometrics. Linear regression methods and some nonlinear methods are also covered.
The contribution of this book, and at the same time, its