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Volume and the Nonlinear Dynamics of Stock Returns - Lecture Notes in Economics and Mathematical Systems Chiente Hsu Softcover reprint of the original 1st ed. 1998 edition
Volume and the Nonlinear Dynamics of Stock Returns - Lecture Notes in Economics and Mathematical Systems
Chiente Hsu
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 |