Financial Econometrics

Business & Finance, Economics, Econometrics
Cover of the book Financial Econometrics by Peijie Wang, Taylor and Francis
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Author: Peijie Wang ISBN: 9781134591114
Publisher: Taylor and Francis Publication: August 16, 2005
Imprint: Routledge Language: English
Author: Peijie Wang
ISBN: 9781134591114
Publisher: Taylor and Francis
Publication: August 16, 2005
Imprint: Routledge
Language: English

This book which provides an overview of contemporary topics related to the modelling of financial time series, is set against a backdrop of rapid expansions of interest in both the models themselves and the financial problems to which they are applied.
This excellent textbook covers all the major developments in the area in recent years in an informative as well as succinct way.
Refreshingly, every chapter has a section of two or more examples and a section of empirical literature, offering the reader the opportunity to practice the kind of research going on in the area. This approach helps the reader develop interest, confidence and momentum in learning contemporary econometric topics

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

This book which provides an overview of contemporary topics related to the modelling of financial time series, is set against a backdrop of rapid expansions of interest in both the models themselves and the financial problems to which they are applied.
This excellent textbook covers all the major developments in the area in recent years in an informative as well as succinct way.
Refreshingly, every chapter has a section of two or more examples and a section of empirical literature, offering the reader the opportunity to practice the kind of research going on in the area. This approach helps the reader develop interest, confidence and momentum in learning contemporary econometric topics

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