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Financial Valuation And Econometrics

Author

Listed:
  • Kian Guan Lim

    (Singapore Management University, Singapore)

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.

Suggested Citation

  • Kian Guan Lim, 2011. "Financial Valuation And Econometrics," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 7782, March.
  • Handle: RePEc:wsi:wsbook:7782
    as

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    File URL: http://www.worldscientific.com/worldscibooks/10.1142/7782
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    More about this item

    Keywords

    Asset Pricing; Valuation; Econometrics; Empirical Finance;

    JEL classification:

    • C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
    • G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
    • C5 - Mathematical and Quantitative Methods - - Econometric Modeling
    • C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
    • C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
    • C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods

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