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ファイナンスのための計量分析

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ファイナンスのための計量分析

Call No. (NDL)
DF174-H9
Bibliographic ID of National Diet Library
000004234923
Material type
図書
Author
John Y.Campbell, Andrew W.Lo, A.Craig MacKinlay [著]ほか
Publisher
共立出版
Publication date
2003.9
Material Format
Paper
Capacity, size, etc.
634p ; 23cm
NDC
338.14
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Notes on use

Note (General):

原タイトル: The econometrics of financial markets

Detailed bibliographic record

Summary, etc.:

分析対象に応じた統計的手法を丹念に解説(Provided by: 出版情報登録センター(JPRO))

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Table of Contents

  • 第1章 イントロダクション

  • 第2章 資産収益率の予測可能性

  • 第3章 マーケット・マイクロストラクチャー

  • 第4章 イベント・スタディ分析

  • 第5章 資本資産価格モデル(CAPM)

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Kanto

  • 福井県立図書館

    Paper
    Call No.:
    338/フアイ
    Book Registration Number:
    1014270738
  • 岐阜県図書館

    Paper
    Call No.:
    338.01-フ
    Book Registration Number:
    8132483174
  • 愛知県図書館

    Paper
    Call No.:
    338.01-キヤ-839935
    Book Registration Number:
    1108399350
  • 福岡市総合図書館

    Paper
    Call No.:
    338.01/フ/
    Book Registration Number:
    1007822768
  • 佐賀県立図書館

    Paper
    Call No.:
    338/C14
    Book Registration Number:
    113730311
  • 農林水産関係試験研究機関総合目録

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    Paper
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Paper

Material Type
図書
ISBN
4-320-01740-4
Title Transcription
ファイナンス ノ タメノ ケイリョウ ブンセキ
Author/Editor
John Y.Campbell, Andrew W.Lo, A.Craig MacKinlay [著]
祝迫得夫 [ほか]訳
Publication, Distribution, etc.
Publication Date
2003.9
Publication Date (W3CDTF)
2003
Extent
634p