Zobacz książki o podobnej tematyce

Więcej informacji o Dynamic Models and Structural Estimation in Corporate Finance

• Dane szczegółowe
• Opis
• Ulubione w innej kategorii

Za ten zakup dostaniesz 273 punkty

Opis

Dynamic Models and Structural Estimation in Corporate Finance has three goals: * To explain the models and techniques used in this literature as simply as possible, with the intent of making the literature more accessible. * To introduce the reader to the main strands of this literature. This monograph can therefore be viewed in part as a literature review and in part as a tutorial. * To explain how dynamic models can be taken to the data and be estimated with the intent to provide a practical, hands-on guide to three specific methodologies that have been used in the literature: generalized method of moments, simulated method of moments, and maximum simulated likelihood. Dynamic Models and Structural Estimation in Corporate Finance provides a concise guide to the extant structural estimation literature in corporate finance. Following an introduction, Section 2 provides an overview of dynamic corporate finance models based on techniques developed in the continuous time contingent claims literature. Section 3 covers a separate strand of the literature that stems discrete time investment models. Section 4 reviews the relatively small number of different econometric techniques that have been used to estimate these models, as well as the studies that have used them. The authors close with a brief overview of directions for future research.

Szczegóły książki

Kategoria Książki po angielsku Economics, finance, business & management Business & management Entrepreneurship

• Pełny tytuł: Dynamic Models and Structural Estimation in Corporate Finance
• Autor: Ilya A. Strebulaev, Toni M. Whited
• Język: Angielski
• Oprawa: Miękka
• Liczba stron: 174
• EAN: 9781601985804
• ISBN: 1601985800
• ID: 04834914
• Wydawca: now publishers Inc
• Waga: 260 g
• Wymiary: 158 × 235 × 9 mm
• Data wydania: 19. November 2012

Ulubione w innej kategorii

---

---

---