Empirical Finance for Finance and Banking

基本信息

Format:Paperback / softback 358 pages

Publisher:John Wiley & Sons Inc

Imprint:John Wiley & Sons Inc

ISBN:9780470512890

Published: 6 Jan 2012

Classifications:Finance

Readership:Professional & Vocational

Weight:676g

Dimensions:233 x 189 x 19 (mm)

Pub. Country:United States

頁面參數僅供參考，具體以實物為準

書籍簡介

《金融與銀行業的實證金融》為學生提供了一份相對非技術性的指南，介紹了金融領域的一些關鍵主題，其中的經驗方法在金融與金融碩士課程中扮演着重要的角色，也適用於包括經濟學在內的其他領域的學生和研究人員。前三章介紹了本書的結構，並回顧了計量經濟學和統計技術，其餘幾章討論了各種主題，包括:投資組合理論和資產配置、資產定價和要素模型、市場效率、建模和預測匯率以及利率和風險價值。對這些話題和方法的瞭解將有助於那些有興趣在金融機構做分析師和研究人員的學生。

Empirical Finance for Finance and Banking provides the student with a relatively non-technical guide to some of the key topics in finance where empirical methods play an important role Written for students taking Master s degrees in finance and banking, it is also suitable for students and researchers in other areas, including economics. The first three introductory chapters outline the structure of the book and review econometric and statistical techniques, while the remaining chapters discuss various topics, including: portfolio theory and asset allocation, asset pricing and factor models, market efficiency, modelling and forecasting exchange and interest rates and Value at Risk. Understanding these topics and the methods covered will be helpful for students interested in working as analysts and researchers in financial institutions.

作者簡介

羅伯特·索利斯（Robert Sollis）是紐卡斯爾大學商學院的金融經濟學教授。他的主要教學和研究興趣在應用計量經濟學領域，特別是宏觀經濟和金融時間序列分析。他曾在國際公認的學術期刊(如《貨幣、信貸和銀行業雜誌》、《應用計量經濟學雜誌》、《時間序列分析雜誌》)發表論文，並於2002年與Richard Harris共同撰寫了《應用時間序列建模與預測》教材。

Robert Sollis is Professor of Financial Economics at Newcastle University Business School. His main teaching and research interests lie in the area of applied econometrics, with a particular focus on macroeconomic and financial time series analysis. He has published in internationally recognized academic journals (e.g. Journal of Money, Credit and Banking, Journal of Applied Econometrics, Journal of Time Series Analysis), and in 2002 co-authored the textbook Applied Time Series Modelling and Forecasting with Richard Harris.