Financial Valuation And Econometrics

Financial Valuation And Econometrics

Kian Guan Lim

Format: Print Book

ISBN: 9789814307956

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This book brings together domains in financial asset pricing and valuation, financial investment theory, econometrics modeling, and the empirical analyses of financial data by applying appropriate econometric techniques. These domains are highly intertwined and should be properly understood in order to correctly and effectively harness the power of data and methods for investment and financial decision-making. The book is targeted at advanced finance undergraduates and beginner professionals performing financial forecasts or empirical modeling who will find it refreshing to see how forecasting is not simply running a least squares regression line across data points, and that there are many minefields and pitfalls to avoid, such as spurious results and incorrect interpretations.

Format: Hardcover
No of Pages: 496
Imprint: World Scientific
Publication date: 20110406

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