Market Risk Analysis Practical Financial Econometrics (Volume 2)

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Market Risk Analysis Practical Financial Econometrics (Volume 2).pdf (173.11 KB)

2010-11-7 10:57:22 上传

Volume II provides a detailed understanding of financial econometrics, with a unique focus on applications to asset pricing, fund management and market risk analysis. It covers equity factor models, including a detailed analysis of the Barra model and tracking error, principal component analysis, volatility and correlation, GARCH, cointegration, copulas, Markov switching, quantile regression, discrete choice models, non-linear regression, forecasting and model evaluation.

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关键词：econometrics Econometric market risk Practical financial Analysis econometrics financial market volume

1# napoleon999nap

100多k? 有问题吧

cannot download

文件已损坏

十分感谢！如果我先找到这个分享就好了……

才100多k？怎么可能是高清的呢？