bokomslag Financial Econometrics
Samhälle & debatt

Financial Econometrics

Peijie Wang

Inbunden

3569:-

Funktionen begränsas av dina webbläsarinställningar (t.ex. privat läge).

Uppskattad leveranstid 10-16 arbetsdagar

Fri frakt för medlemmar vid köp för minst 249:-

Andra format:

  • 320 sidor
  • 2008
This book provides an essential toolkit for all students wishing to know more about the modelling and analysis of financial data. Applications of econometric techniques are becoming increasingly common in the world of finance and this second edition of an established text covers the following key themes: - unit roots, cointegration and other developments in the study of time series models - time varying volatility models of the GARCH type and the stochastic volatility approach - analysis of shock persistence and impulse responses - Markov switching and Kalman filtering - spectral analysis - present value relations and rationality - discrete choice models - analysis of truncated and censored samples - panel data analysis. This updated edition includes new chapters which cover limited dependent variables and panel data. It continues to be an essential guide for all graduate and advanced undergraduate students of econometrics and finance.
  • Författare: Peijie Wang
  • Illustratör: black and white 26 Illustrations 26 Line drawings, black and white 41 Tables black and white
  • Format: Inbunden
  • ISBN: 9780415426701
  • Språk: Engelska
  • Antal sidor: 320
  • Utgivningsdatum: 2008-09-19
  • Förlag: Routledge