Financial Valuation and Econometrics
Publication Type
Book
Publication Date
9-2015
Abstract
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.
Discipline
Econometrics | Finance and Financial Management
Research Areas
Finance
Publication
Proceedings of the 2016 American Conference on Information Systems
ISBN
978-981-4644-00-6
Publisher
World Scientific
City or Country
Singapore
Citation
Kian Guan LIM.
Financial Valuation and Econometrics. (2015). Proceedings of the 2016 American Conference on Information Systems.
Available at: https://ink.library.smu.edu.sg/lkcsb_research/4967