Financial Econometrics, Mathematics and Statistics
Author
Abstract
Individual chapters are listed in the "Chapters" tab
Suggested Citation
DOI: 10.1007/978-1-4939-9429-8
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Book Chapters
The following chapters of this book are listed in IDEAS- Cheng-Few Lee & Hong-Yi Chen & John Lee, 2019. "Introduction to Financial Econometrics, Mathematics, and Statistics," Springer Books, in: Financial Econometrics, Mathematics and Statistics, chapter 0, pages 1-15, Springer.
- Cheng-Few Lee & Hong-Yi Chen & John Lee, 2019. "Multiple Linear Regression," Springer Books, in: Financial Econometrics, Mathematics and Statistics, chapter 0, pages 19-53, Springer.
- Cheng-Few Lee & Hong-Yi Chen & John Lee, 2019. "Other Topics in Applied Regression Analysis," Springer Books, in: Financial Econometrics, Mathematics and Statistics, chapter 0, pages 55-113, Springer.
- Cheng-Few Lee & Hong-Yi Chen & John Lee, 2019. "Simultaneous Equation Models," Springer Books, in: Financial Econometrics, Mathematics and Statistics, chapter 0, pages 115-124, Springer.
- Cheng-Few Lee & Hong-Yi Chen & John Lee, 2019. "Econometric Approach to Financial Analysis, Planning, and Forecasting," Springer Books, in: Financial Econometrics, Mathematics and Statistics, chapter 0, pages 125-157, Springer.
- Cheng-Few Lee & Hong-Yi Chen & John Lee, 2019. "Fixed Effects Versus Random Effects in Finance Research," Springer Books, in: Financial Econometrics, Mathematics and Statistics, chapter 0, pages 159-179, Springer.
- Cheng-Few Lee & Hong-Yi Chen & John Lee, 2019. "Alternative Methods to Deal with Measurement Error," Springer Books, in: Financial Econometrics, Mathematics and Statistics, chapter 0, pages 181-210, Springer.
- Cheng-Few Lee & Hong-Yi Chen & John Lee, 2019. "Three Alternative Methods in Testing Capital Asset Pricing Model," Springer Books, in: Financial Econometrics, Mathematics and Statistics, chapter 0, pages 211-241, Springer.
- Cheng-Few Lee & Hong-Yi Chen & John Lee, 2019. "Spurious Regression and Data Mining in Conditional Asset Pricing Models," Springer Books, in: Financial Econometrics, Mathematics and Statistics, chapter 0, pages 243-275, Springer.
- Cheng-Few Lee & Hong-Yi Chen & John Lee, 2019. "Time Series: Analysis, Model, and Forecasting," Springer Books, in: Financial Econometrics, Mathematics and Statistics, chapter 0, pages 279-316, Springer.
- Cheng-Few Lee & Hong-Yi Chen & John Lee, 2019. "Hedge Ratio and Time-Series Analysis," Springer Books, in: Financial Econometrics, Mathematics and Statistics, chapter 0, pages 317-354, Springer.
- Cheng-Few Lee & Hong-Yi Chen & John Lee, 2019. "The Binomial, Multinomial Distributions, and Option Pricing Model," Springer Books, in: Financial Econometrics, Mathematics and Statistics, chapter 0, pages 357-378, Springer.
- Cheng-Few Lee & Hong-Yi Chen & John Lee, 2019. "Two Alternative Binomial Option Pricing Model Approaches to Derive Black–Scholes Option Pricing Model," Springer Books, in: Financial Econometrics, Mathematics and Statistics, chapter 0, pages 379-391, Springer.
- Cheng-Few Lee & Hong-Yi Chen & John Lee, 2019. "Normal, Lognormal Distribution, and Option Pricing Model," Springer Books, in: Financial Econometrics, Mathematics and Statistics, chapter 0, pages 393-417, Springer.
- Cheng-Few Lee & Hong-Yi Chen & John Lee, 2019. "Copula, Correlated Defaults, and Credit VaR," Springer Books, in: Financial Econometrics, Mathematics and Statistics, chapter 0, pages 419-438, Springer.
- Cheng-Few Lee & Hong-Yi Chen & John Lee, 2019. "Multivariate Analysis: Discriminant Analysis and Factor Analysis," Springer Books, in: Financial Econometrics, Mathematics and Statistics, chapter 0, pages 439-457, Springer.
- Cheng-Few Lee & Hong-Yi Chen & John Lee, 2019. "Stochastic Volatility Option Pricing Models," Springer Books, in: Financial Econometrics, Mathematics and Statistics, chapter 0, pages 461-472, Springer.
- Cheng-Few Lee & Hong-Yi Chen & John Lee, 2019. "Alternative Methods to Estimate Implied Variance: Review and Comparison," Springer Books, in: Financial Econometrics, Mathematics and Statistics, chapter 0, pages 473-490, Springer.
- Cheng-Few Lee & Hong-Yi Chen & John Lee, 2019. "Numerical Valuation of Asian Options with Higher Moments in the Underlying Distribution," Springer Books, in: Financial Econometrics, Mathematics and Statistics, chapter 0, pages 491-515, Springer.
- Cheng-Few Lee & Hong-Yi Chen & John Lee, 2019. "Itô’s Calculus: Derivation of the Black–Scholes Option Pricing Model," Springer Books, in: Financial Econometrics, Mathematics and Statistics, chapter 0, pages 517-540, Springer.
- Cheng-Few Lee & Hong-Yi Chen & John Lee, 2019. "Alternative Methods to Derive Option Pricing Models," Springer Books, in: Financial Econometrics, Mathematics and Statistics, chapter 0, pages 541-569, Springer.
- Cheng-Few Lee & Hong-Yi Chen & John Lee, 2019. "Constant Elasticity of Variance Option Pricing Model: Integration and Detailed Derivation," Springer Books, in: Financial Econometrics, Mathematics and Statistics, chapter 0, pages 571-582, Springer.
- Cheng-Few Lee & Hong-Yi Chen & John Lee, 2019. "Option Pricing and Hedging Performance Under Stochastic Volatility and Stochastic Interest Rates," Springer Books, in: Financial Econometrics, Mathematics and Statistics, chapter 0, pages 583-621, Springer.
- Cheng-Few Lee & Hong-Yi Chen & John Lee, 2019. "Nonparametric Method for European Option Bounds," Springer Books, in: Financial Econometrics, Mathematics and Statistics, chapter 0, pages 623-642, Springer.
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