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The Econometrics of Financial Markets
by John Y. Campbell

Overview -
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 statistical techniques to the forefront of financial applications. Each chapter also includes a discussion of recent empirical evidence, for example, the rejection of the Random Walk Hypothesis, as well as problems designed to help readers incorporate what they have read into their own applications.

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The Econometrics of Financial MarketsThe Econometrics of Financial Markets (Hard cover)
Pub. Date: 1997
Publisher: Princeton University Press
Price: $56.22
Seller: Anybook Ltd., Lincoln, GBR
Notes: This is an ex-library book and may have the usual library/used-book markings inside. This book has hardback covers. In fair condition, suitable as a study copy. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 1100grams, ISBN: 0691043019.
The Econometrics of Financial MarketsThe Econometrics of Financial Markets (Hard cover)
Pub. Date: 1997
Publisher: Princeton University Press
Price: $56.22
Seller: Anybook Ltd., Lincoln, GBR
Notes: This is an ex-library book and may have the usual library/used-book markings inside. This book has hardback covers. In poor condition, suitable as a reading copy. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 1150grams, ISBN: 0691043019.
 
 
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    [-] Other Available FormatsSeller InformationPrice
    The Econometrics of Financial Markets (Hard cover)
    Pub. Date: 1997
    Publisher: Princeton University Press
    Notes: This is an ex-library book and may have the usual library/used-book markings inside. This book has hardback covers. In poor condition, suitable as a reading copy. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 1100grams, ISBN: 0691043019.

    Anybook Ltd.
    Lincoln, GBR
    $56.22
    The Econometrics of Financial Markets (Hardcover)
    Pub. Date: 1996
    Publisher: Princeton University Press
    Description: WE ARE PROCESSING ORDERS AS NORMAL DURING THIS VIRUS EPIDEMIC, DELIVERY TIMES ARE NOT AFFECTED AT THE MOMENT. ALL ITEMS ARE SENT BY ROYAL MAIL.
    Condition: Very good

    Halcyon Books
    LONDON, LONDON, GBR
    $58.47
    The Econometrics of Financial Markets (Hardcover)
    Pub. Date: 1996-12-09
    Publisher: Princeton University Press
    Condition: Good
    Notes: US Edition Textbook, May Have Highlights, Notes and/or Underlining, BOOK ONLY-NO ACCESS CODE, NO CD, Ships with Emailed Tracking from USA.

    TEXTSHUB
    Franklin Lakes, NJ, USA
    $113.57
    The Econometrics of Financial Markets (Hardcover)
    Pub. Date: 1996-12-09
    Publisher: Princeton University Press
    Condition: Good
    Notes: Textbook, May Have Highlights, Notes and/or Underlining, BOOK ONLY-NO ACCESS CODE, NO CD, Ships with Tracking.

    TEXTSHUB
    Franklin Lakes, NJ, USA
    $113.57
    The Econometrics of Financial Markets (Hardcover)
    Pub. Date: 1996-12-09
    Publisher: Princeton University Press
    Condition: Good
    Notes: Textbook, May Have Highlights, Notes and/or Underlining, BOOK ONLY-NO ACCESS CODE, NO CD, Ships with Emailed Tracking.

    TEXTSHUB
    Franklin Lakes, NJ, USA
    $113.57
    The Econometrics of Financial Markets (Hardcover)
    Pub. Date: 1996-12-09
    Publisher: Princeton University Press
    Condition: Good
    Notes: Textbook, May Have Highlights, Notes and/or Underlining, BOOK ONLY-NO ACCESS CODE, NO CD, Ships with Emailed Tracking.

    TEXTSHUB
    Franklin Lakes, NJ, USA
    $113.57
    The Econometrics of Financial Markets (Hardcover)
    Pub. Date: 1996-12-09
    Publisher: Princeton University Press
    Condition: Good
    Notes: Textbook, May Have Highlights, Notes and/or Underlining, BOOK ONLY-NO ACCESS CODE, NO CD, Ships with Tracking.

    TEXTSHUB
    Franklin Lakes, NJ, USA
    $113.57
    The Econometrics of Financial Markets (Hard cover)
    Pub. Date: 1996
    Publisher: Princeton University Press
    Condition: New.
    Notes: Sewn binding. Cloth over boards. 632 p.

    Alibris
    Sparks, NV, USA
    $127.82
    The Econometrics of Financial Markets (Hard cover)
    Pub. Date: 1996
    Publisher: Princeton University Press
    Description: Ship within 24hrs. Satisfaction 100% guaranteed. APO/FPO addresses supported.
    Condition: Fair

    BooksRun
    Philadelphia, PA, USA
    $26.96
 
 

More About The Econometrics of Financial Markets by John Y. Campbell
 
 
 
Overview

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 statistical techniques to the forefront of financial applications. Each chapter also includes a discussion of recent empirical evidence, for example, the rejection of the Random Walk Hypothesis, as well as problems designed to help readers incorporate what they have read into their own applications.

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Details
  • PID: 16748886379
  • ISBN-13: 9780691043012
  • Publisher: Princeton University Press
  • Seller: Paperbackshop
    Notes: New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Please note we cannot offer an expedited shipping service from the UK.