Impressum | |
11 | Introduction: Definitions and Concepts |
11.1 | Certain Definitions |
11.2 | Statistical Analysis of German Stock Returns |
11.3 | Expectations and Efficient Markets |
11.4 | Econometric Models: A Brief Summary |
11.4.1 | Stock Prices: the CAPM |
11.4.2 | Exchange Rate: Theory of the Interest Rate Parity |
11.4.3 | Term Structure: The Cox-Ingersoll-Ross Model |
11.4.4 | Options: The Black-Scholes Model |
11.4.5 | The Market Price of Risk |
11.5 | The Random Walk Hypothesis |
11.6 | Unit Root Tests |
11.7 | Recommended Literature |