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題名 Multi-factor, multi-indicator approach to asset pricing: Method and empirical evidence
作者 陳鴻毅
Cheng-Few Lee;K. C. John Wei;Hong-Yi Chen
貢獻者 財管系
關鍵詞 Asset pricing;Corporate finance;Econometrics;Financial accounting;Financial institutions;Investment portfolio;Mutual Fund;New financial products;Option pricing;Quantitative finance;Risk analysis;Statistics
日期 2014-04
上傳時間 13-Nov-2014 18:05:02 (UTC+8)
摘要 ​The Handbook of Financial Econometrics and Statistics provides, in three volumes and over 100 chapters, a comprehensive overview of the primary methodologies in econometrics and statistics as applied to financial research. Including overviews of key concepts by the editors and in-depth contributions from leading scholars around the world, the Handbook is the definitive resource for both classic and cutting-edge theories, policies, and analytical techniques in the field. Volume 1 (Parts I and II) covers all of the essential theoretical and empirical approaches. Volumes 2 and 3 feature contributed entries that showcase the application of financial econometrics and statistics to such topics as asset pricing, investment and portfolio research, option pricing, mutual funds, and financial accounting research. Throughout, the Handbook offers illustrative case examples and applications, worked equations, and extensive references, and includes both subject and author indices.​
關聯 Handbook of Financial Econometrics and Statistics, Springer, pp.1003-1023
ISBN 978-1-4614-7749-5
資料類型 book/chapter
dc.contributor 財管系en_US
dc.creator (作者) 陳鴻毅zh_TW
dc.creator (作者) Cheng-Few Lee;K. C. John Wei;Hong-Yi Chenen_US
dc.date (日期) 2014-04en_US
dc.date.accessioned 13-Nov-2014 18:05:02 (UTC+8)-
dc.date.available 13-Nov-2014 18:05:02 (UTC+8)-
dc.date.issued (上傳時間) 13-Nov-2014 18:05:02 (UTC+8)-
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/71430-
dc.description.abstract (摘要) ​The Handbook of Financial Econometrics and Statistics provides, in three volumes and over 100 chapters, a comprehensive overview of the primary methodologies in econometrics and statistics as applied to financial research. Including overviews of key concepts by the editors and in-depth contributions from leading scholars around the world, the Handbook is the definitive resource for both classic and cutting-edge theories, policies, and analytical techniques in the field. Volume 1 (Parts I and II) covers all of the essential theoretical and empirical approaches. Volumes 2 and 3 feature contributed entries that showcase the application of financial econometrics and statistics to such topics as asset pricing, investment and portfolio research, option pricing, mutual funds, and financial accounting research. Throughout, the Handbook offers illustrative case examples and applications, worked equations, and extensive references, and includes both subject and author indices.​en_US
dc.format.extent 142 bytes-
dc.format.mimetype text/html-
dc.language.iso en_US-
dc.relation (關聯) Handbook of Financial Econometrics and Statistics, Springer, pp.1003-1023en_US
dc.relation (關聯) ISBN 978-1-4614-7749-5en_US
dc.subject (關鍵詞) Asset pricing;Corporate finance;Econometrics;Financial accounting;Financial institutions;Investment portfolio;Mutual Fund;New financial products;Option pricing;Quantitative finance;Risk analysis;Statisticsen_US
dc.title (題名) Multi-factor, multi-indicator approach to asset pricing: Method and empirical evidenceen_US
dc.type (資料類型) book/chapteren