Financial Econometrics, 2nd Edition
$376.00
- Hardcover
320 pages
- Release Date
19 September 2008
Summary
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 …
Book Details
| ISBN-13: | 9780415426701 |
|---|---|
| ISBN-10: | 0415426707 |
| Author: | Peijie Wang |
| Publisher: | Taylor & Francis Ltd |
| Imprint: | Routledge |
| Format: | Hardcover |
| Number of Pages: | 320 |
| Edition: | 2nd |
| Release Date: | 19 September 2008 |
| Weight: | 780g |
| Dimensions: | 234mm x 156mm |
| Series: | Routledge Advanced Texts in Economics and Finance |
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What They're Saying
Critics Review
”!The author aimed at bringing together, to a single research-oriented volume, various topics concerning the modelling and analysis of financial data, which were previously scattered in different books. !The main difference from the first edition is in the time series modelling, but also this second edition considers discrete choice models, estimation of censored and truncated samples and other topics which developed significantly since the first edition. ! The unique feature of the book is that each chapter has a section or two of examples and cases, and a section of empirical literature. This will give a potential reader an opportunity both to understand better the theory and to practice in applying this theory to real models. !” –Yuliya S. Mishura, Zentralblatt MATH 1171
About The Author
Peijie Wang
Peijie Wang is Professor of Finance at IAeSEG School of Management, Catholic University of Lille. He is author of An Econometric Analysis of the Real Estate Market (Routledge 2001) and The Economics of Foreign Exchange and Global Finance.
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