Essays in Econometrics

Essays in Econometrics
Author: Clive W. J. Granger
Publisher: Cambridge University Press
Total Pages: 400
Release: 2001-07-23
Genre: Business & Economics
ISBN: 9780521796491

These are econometrician Clive W. J. Granger's major essays in causality, integration, cointegration, and long memory.

Uncertainty, Expectations and Asset Price Dynamics

Uncertainty, Expectations and Asset Price Dynamics
Author: Fredj Jawadi
Publisher: Springer
Total Pages: 214
Release: 2018-11-30
Genre: Business & Economics
ISBN: 3319987143

Written in honor of Emeritus Professor Georges Prat (University of Paris Nanterre, France), this book includes contributions from eminent authors on a range of topics that are of interest to researchers and graduates, as well as investors and portfolio managers. The topics discussed include the effects of information and transaction costs on informational and allocative market efficiency, bubbles and stock price dynamics, paradox of rational expectations and the principle of limited information, uncertainty and expectation hypotheses, oil price dynamics, and nonlinearity in asset price dynamics.