LEADER 04133nam 22005415 450 001 9910495155203321 005 20240509013301.0 010 $a9789811640636 010 $a9811640637 024 7 $a10.1007/978-981-16-4063-6 035 $a(CKB)5600000000003611 035 $a(MiAaPQ)EBC6716493 035 $a(Au-PeEL)EBL6716493 035 $a(OCoLC)1266907794 035 $a(DE-He213)978-981-16-4063-6 035 $a(EXLCZ)995600000000003611 100 $a20210831d2021 u| 0 101 0 $aeng 135 $aurcnu|||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aApplied Financial Econometrics $eTheory, Method and Applications /$fby Moinak Maiti 205 $a1st ed. 2021. 210 1$aSingapore :$cSpringer Nature Singapore :$cImprint: Palgrave Macmillan,$d2021. 215 $a1 online resource (305 pages) 311 08$a9789811640629 311 08$a9811640629 320 $aIncludes bibliographical references and index. 327 $aChapter 1. Scope and Methodology of Econometrics -- Chapter 2. Random Walk Hypothesis: Random Walk Models -- Chapter 3. Geometric Brownian Motion -- Chapter 4. Efficient Frontier -- Chapter 5. Portfolio Optimisation -- Chapter 6. Introduction to Asset Pricing Factor Models: CAPM Multifactor Asset Pricing Models -- Chapter 7. Risk Analysis: Volatility risk ARCH & GARCH Models Value at Risk Models, etc. 330 $a"The importance of risk assessment is critical in our modern society and this book shows how, in an advanced cohesive society, this can be done to benefit the citizen. This brings econometrics to life for the student and practitioner. It is balanced, easy to understand and reinforces core principles and techniques and is a much-needed book on one of the core analytic tools of the modern world. Moinak Maiti, based in the Baltic Powerhouse of St. Petersburg, Russia understands econometrics well and explains in a easy to understand manner how to understand and use them to benefit you and your organisation" - Professor Emeritus & Editor, Phil Harris (University of Chester) "This innovative approach to financial_econometrics provides critical introductions to key statistical methods as applied to financial market data. It contains many practical applications and addresses problem solving using state-of-the-art methods and theories. With systematic sections on "Financein Action" and "Analyst/Investor Corners" in each chapter, this will be an essential guide for econometricians and those working in related areas". - Professor & Editor Emeritus, Guy M Robinson (University of Cambridge, University of Adelaide) "...a delightful book full of econometric topics for those of us who want to master applied financial econometrics, our students and instructors" - Professor & Editor, Su Dinh Thanh (President, University of Economics Ho Chi Minh City) This textbook gives students an approachable, down to earth resource for the study of financial econometrics. While the subject can be intimidating, primarily due to the mathematics and modelling involved, it is rewarding for students of finance and can be taught and learned in a straightforward way. This book, going from basics to high level concepts, offers knowledge of econometrics that is intended to be used with confidence in the real world. This book will be beneficial for both students and tutors who are associated with econometrics subjects at any level. Moinak Maiti is Associate Professor in the Department of Finance, National Research University Higher School of Economics, Saint Petersburg, Russia. 606 $aFinance 606 $aEconometrics 606 $aFinancial Economics 606 $aQuantitative Economics 615 0$aFinance. 615 0$aEconometrics. 615 14$aFinancial Economics. 615 24$aQuantitative Economics. 676 $a332.015195 700 $aMaiti$b Moinak$01070310 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910495155203321 996 $aApplied Financial Econometrics$92558160 997 $aUNINA