Volume and the Nonlinear Dynamics of Stock Returns - Lecture Notes in Economics and Mathematical Systems - Chiente Hsu - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783540636724 - March 18, 1998
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Volume and the Nonlinear Dynamics of Stock Returns - Lecture Notes in Economics and Mathematical Systems Softcover reprint of the original 1st ed. 1998 edition

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Contents 1 Introduction 1 7 2 Efficient Stock Markets Equilibrium Models of Asset Pricing 8 2. 2 Lucas' Consumption Based Asset Pricing Model 9 2. 2 Econometric Tests of the Efficient Market Hypothesis 13 2. 2 Volatility Tests Time-Varying Expected Returns 25 2. 2 The No-Trad Result of the BEO Model 34 A Model with Nontradable Asset 37 3.


133 pages, biography

Media Books     Paperback Book   (Book with soft cover and glued back)
Released March 18, 1998
ISBN13 9783540636724
Publishers Springer-Verlag Berlin and Heidelberg Gm
Pages 133
Dimensions 155 × 235 × 8 mm   ·   217 g
Language English  

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