Financial econometrics : methods and models /
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 dev...
Clasificación: | Libro Electrónico |
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Autor principal: | |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
London ; New York :
Routledge,
2003.
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Colección: | Routledge advanced texts in economics and finance.
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Temas: | |
Acceso en línea: | Texto completo |
Sumario: | 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 he. |
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Descripción Física: | 1 online resource (xiii, 178 pages) : illustrations |
Bibliografía: | Includes bibliographical references and indexes. |
ISBN: | 0203990730 9780203990735 0415224543 9780415224543 0415224551 9780415224550 1134591128 9781134591121 |