Essays in Financial Econometrics [microform]
| Author | : Ka Man Lo |
| Publisher | : Library and Archives Canada = Bibliothèque et Archives Canada |
| Total Pages | : 164 |
| Release | : 2003 |
| ISBN-10 | : 0612967050 |
| ISBN-13 | : 9780612967052 |
| Rating | : 4/5 (052 Downloads) |
Book Synopsis Essays in Financial Econometrics [microform] by : Ka Man Lo
Download or read book Essays in Financial Econometrics [microform] written by Ka Man Lo and published by Library and Archives Canada = Bibliothèque et Archives Canada. This book was released on 2003 with total page 164 pages. Available in PDF, EPUB and Kindle. Book excerpt: This thesis deals with two important areas in financial econometrics. The first is the estimation of the linear factor model and associated issues of misspecification and portfolio formation. These topics are investigated in chapters 1 and 2. The second area investigated is that of modelling the short term interest rate and in particular, the estimation via Gaussian approximation methods.
