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Financial Valuation And Econometrics

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Kian Guan Lim2 editions

Probability Distribution and Statistics; Statistical Laws and Central Limit Theorem /Application: Stock Return Distributions; Two-Variable Linear Regression/Application: Financial Hedging; Model Estimation/Application: Capital Asset Pricing Model; Constrained Regression/ Application: Cost of Capital; Time Series Analysis/ Application: Inflation Forecasting; Random Walk/ Application: Market Efficiency; Autoregression and Persistence / Application: Predictability; Estimation Errors and T-Tests / Application: Event Studies; Multiple Linear Regression and Stochastic Regressors; Dummy Variables and ANOVA / Application: Time Effect Anomalies; Specification Errors; Cross-Sectional Regression / Application: Testing CAPM; More Multiple Linear Regressions / Application: Multi-Factor Asset Pricing; Errors-in-Variable / Application: Exchange Rates and Risk Premium; Unit Root Processes / Application: Purchasing Power Parity; Conditional Heteroskedasticity / Application: Risk Estimation; Maximum Likelihood and Goodness of Fit / Application: Choice of Copulas; Mean Reverting Continuous Time Process / Application: Bonds and Term Structures; Implied Parameters / Application: Option Pricing; Generalised Method of Moments / Application: Consumption-Based Asset Pricing; Cross-Sectional Time Series Regression / Application: Term Structure of Volatilities; Fixed and Random Effects Model / Application: Synchronicity of Stock Returns; LOGIT and PROBIT Regressions;

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  • Kian Guan Lim

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