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The econometrics of financial marketsCampbell, John Y. ; Lo, Andrew Wen-Chuan ; MacKinlay, Archie CraigType of material - book ; adult, seriousEdition - 2nd printing, with correctionsPublication and manufacture - Princeton (New Jersey) : Princeton University Press, cop. 1997Language - englishISBN - 0-691-04301-9COBISS.SI-ID - 4774940
Author
Campbell, John Y. |
Lo, Andrew Wen-Chuan |
MacKinlay, Archie Craig
Topics
Finančni trg |
Mikrostruktura |
Učbeniki za visoke šole |
Finančni trg |
Ekonometrični modeli |
Učbeniki za visoke šole |
Trg kapitala |
Finančni instrumenti |
Matematične metode |
Učbeniki za visoke šole |
Verjetnost |
Trg vrednostnih papirjev |
Prelivanje |
Slučajni sprehodi |
Derivativi |
Učbeniki za visoke šole |
Ekonometrija |
Vrednostni papirji |
Stohastični procesi |
Multivariantna analiza |
Ravnovesje |
Učbeniki za visoke šole |
Vrednostni papirji |
Kvantitativne metode |
Investicije |
Matematični modeli |
Kapital |
Učbeniki za visoke šole |
trg kapitala |
finančni trg |
modeli |
investicije |
vrednostni papirji |
obveznice |
obrestne mere |
cene |
dividende |
dohodek |
tveganje |
ekonometrija |
ekonometrija
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