Bookbot

Financial Econometrics

Parametri

  • 320pagine
  • 12 ore di lettura

Maggiori informazioni sul libro

Focusing on econometric techniques, this comprehensive toolkit is designed for students interested in financial data modeling and analysis. It addresses key themes such as time series models, GARCH-type volatility, impulse responses, Markov switching, and spectral analysis. The updated edition introduces new chapters on limited dependent variables and panel data, making it a vital resource for graduate and advanced undergraduate students in econometrics and finance.

Acquisto del libro

Financial Econometrics, Peijie Wang

Lingua
Pubblicato
2008
product-detail.submit-box.info.binding
(In brossura)
Ti avviseremo via email non appena lo rintracceremo.

Metodi di pagamento