Ebook Free Download | Market Risk Analysis Vol-2 | 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.
Download : Market Risk Analysis Vol-2
Ebook Free Download
Related posts:
- Market Risk Analysis Vol-1
- Risk Analysis and Security Countermeasure Selection
- Computer Methods for Analysis of Mixed-Mode Switching Circuits
- A Statistical Approach to Neural Networks for Pattern Recognition (Wiley Series in Computational Statistics)
- Accession to the WTO: Computable General Equilibrium Analysis
Comments