Contributions to Financial Econometrics, 1st Edition
Theoretical and Practical Issues
$82.50
- Paperback
264 pages
- Release Date
6 November 2002
Summary
This prestigious volume presents five state-of-the-art survey papers on time series econometrics, and a modern financial econometrics software package. Starting with a survey of recent theoretical developments for time series models with GARCH errors, the contributions go on to examine the bootstrapping of financial time series, developments in futures hedging, measures of fit for rational expectations models, asset pricing with observable stochastic discount factors, and a financial economet…
Book Details
| ISBN-13: | 9781405107433 |
|---|---|
| ISBN-10: | 140510743X |
| Author: | Michael McAleer, Les Oxley |
| Publisher: | John Wiley and Sons Ltd |
| Imprint: | Wiley-Blackwell |
| Format: | Paperback |
| Number of Pages: | 264 |
| Edition: | 1st |
| Release Date: | 6 November 2002 |
| Weight: | 463g |
| Dimensions: | 246mm x 173mm x 15mm |
| Series: | Surveys of Recent Research in Economics |
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About The Author
Michael McAleer
Michael McAleer is Professor of Economics at the University of Western Australia. He has published widely in econometrics, financial econometrics, time series analysis, statistics, modelling environmental systems, and tourism research.
Les Oxley is Professor of Economics at the University of Canterbury, Christchurch, New Zealand and Adjunct Professor at the University of Western Australia. He has published widely in applied econometrics, macroeconometrics and cliometrics.
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