rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Econometric Analysis of Financial Markets
  name:
    name part: Kaehler, Jürgen.
    role:
      role term: creator
  name:
    name part: Kugler, Peter.
  name:
    name part: SpringerLink (Online service)
  type of resource: text
  genre: Electronic books.
  origin info:
    place:
      place term: gw
    date issued: 1994
    issuance: monographic
  language:
    language term: eng
  physical description:
    reformatting quality: access
    form: remote
    extent: 1 online resource.
  abstract: This collection of papers represents the state of the art in the applicationof recent econometric methods to the analysis of financial markets. From a methodological point of view the main emphasis is on cointegration analysis and ARCH modelling. In cointegration analysis the links between long-runcomponents of time series are studied. The methods used can be applied to the determination of equilibrium relationships between the variables, whereas ARCH models are concerned with the measurement and analysis of changing variances in time series. These econometric models have been the most significant innovations for the empirical analysis of financial time series in recent years. Other econometric methods and models applied in the papers include factor analysis, vector autoregressions, and Markov-switching models. The papers cover a wide range of issues and theories in financial and international economics: the term structure ofinterest rates, exchange-rate determination, target-zone dynamics, stock-market efficiency, and option pricing.
  note: edited by Jürgen Kaehler, Peter Kugler.
  note: Electronic resource.
  subject:
    topic: Economics
  subject:
    topic: International economic relations
  subject:
    topic: Economics
  subject:
    topic: International economic relations
  classification: HB1-846.8
  classification: 330.1
  related item:
    title info:
      title: Studies in empirical economics
  identifier: 9783642486661 (electronic bk.)
  identifier: 3642486665 (electronic bk.)
  identifier: 3642486665
  identifier: http://proxy.library.tamu.edu/login
  record info:
    record content source: Nz
    record creation date: 121227
    record change date: 20260422224049.8
    record identifier: in00003562107
    language of cataloging:
      language term: eng