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Market Risk Analysis, Practical Financial Econometrics.
Written by leading market risk academic, Professor Carol Alexander, Practical Financial Econometrics forms part two of the Market Risk Analysis four volume set. It introduces the econometric techniques that are commonly applied to finance with a critical and selective exposition, emphasising the are...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Hoboken :
John Wiley & Sons, Ltd.,
2008.
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| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- Market Risk Analysis Volume Ii; Contents; List of Figures; List of Tables; List of Examples; Foreword; Preface to Volume Ii; Ii. 1 Factor Models; Ii. 2 Principal Component Analysis; Ii. 3 Classical Models of Volatility and Correlation; Ii. 4 Introduction to Garch Models; Ii. 5 Time Series Models and Cointegration; Ii. 6 Introduction to Copulas; Ii. 7 Advanced Econometric Models; Ii. 8 Forecasting and Model Evaluation; References; Index; Plates.