Quantitative Financial Economics: Stocks, Bonds and Foreign Exchange (Financial Economics and Quantitative Analysis Series)

Keith Cuthbertson. Includes Bibliographical References (p.[453]-465) And Index. Focusing on discrete time series analysis, this work presents a comprehensive introduction to the models of economic behaviour currently used in financial markets. The author covers recent theoretical and empirical advances, and uses the results of research to illustrate technical theories. This text provides a comprehensive introduction to models of economic behaviour in financial markets through the use of real examples taken from the markets to illustrate technical theories