Financial Econometrics: From Basics to Advanced Modeling...

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Financial Econometrics: From Basics to...

Financial Econometrics: From Basics to Advanced Modeling Techniques

Name: Financial Econometrics: From Basics to Advanced Modeling Techniques
ISBN: 9780471784500

Svetlozar T. Rachev, Stefan Mittnik, Frank J. Fabozzi, Sergio M. Focardi, Teo Jašić

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Financial econometrics is a quest for models that describe financial time series such as prices, returns, interest rates, and exchange rates. In Financial Econometrics, readers will be introduced to this growing discipline and the concepts and theories associated with it, including background material on probability theory and statistics. The experienced author team uses real-world data where possible and brings in the results of published research provided by investment banking firms and journals. Financial Econometrics clearly explains the techniques presented and provides illustrative examples for the topics discussed.

Catégories:

Business & Economics - Econometrics

Année:

2007

Editeur::

Wiley

Langue:

english

Pages:

576

ISBN 10:

0471784508