New item Free shipping Pay Now
Add this item to Cart for a combined free shipping deal
Click to enlarge photo

Listing Detail Tabs

Delivery takes approximately 7-12 business days.

This title is in stock with our Australian supplier and will be ordered in for you asap. We will send you a confirmation email with a Tracking Code to follow the progress of your parcel when it ships.

The Econometrics of Financial Markets
Author: John Y. Campbell

ISBN: 9780691043012
Format: Hardcover
Number Of Pages: 632
Published: 16 November 1996
Country of Publication: US
Dimensions (cm): 24.0 x 16.7 x 4.0
Description:


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 chapter develops statistical techniques within the context of a particular financial application. This exciting new text contains a unique and accessible combination of theory and practice, bringing state-of-the-art ...

Returns Policy:
30-day money back guarantee for return if the item is not as described, is damaged or is faulty. We do not offer a refund if you change your mind.

Customs Charges & Duties:
Orders over the value of $270 will be liable for customs charges, taxes including GST and brokerage costs which are the recipient's sole responsibility.
There were no answered questions or comments placed on this listing.
Your question and answer privileges have been disabled.
You must log in to view questions and answers on this listing. We recommend reading questions before you make any purchases.
Please log in to view questions and answers on this listing. We recommend reading questions before you make any purchases. Available only to approved bidders. You must be an authenticated member to ask questions Find out more about becoming authenticated. Your account is in debt Your current account balance is You must credit your account to use this feature.
Firearms Licence #
By entering my licence number, I confirm I am aware of my obligations under the Arms Act.
Transaction details may be provided to police in accordance with the Terms & Conditions.
Your current account balance is Please note you will lose your question and answer privileges if your account is in debt for more than 2 weeks. Credit your account.
I confirm that I am over 18 years old.
To prevent your personal details being misused please do not put emails or phone numbers in questions. Failure to comply may result in the suspension of your account. The seller cannot add a Buy Now price once bidding has started.

Shipping options

  • Free shipping within New Zealand  

Payment options