The Econometrics of Financial Markets

Ranked #39 in Econometrics

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... more

Similar Books

If you like The Econometrics of Financial Markets, check out these similar top-rated books:

Learn: What makes Shortform summaries the best in the world?