Financial econometrics : problems, models, and methods /

Mostrar otras versiones (2)

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 de...

Descripción completa

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Gourieroux, Christian, 1949-
Otros Autores: Jasiak, Joann, 1963-
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Princeton, N.J. : Princeton University Press, ©2001.
Colección:Princeton series in finance.
Temas:
Econometrics.
Finance > Statistical methods.
Finance > Mathematical models.
Économétrie.
Finances > Méthodes statistiques.
Finances > Modèles mathématiques.
BUSINESS & ECONOMICS > Economics > General.
BUSINESS & ECONOMICS > Reference.
Modèles économétriques.
Méthodes statistiques.
Méthodologie.
Finances.
Mathématiques financières.
Risques financiers.
Econometrie.
Financiën.
Wiskundige modellen.
Statistische methoden.
Portfolio-analyse.
Acceso en línea:Texto completo
Descripción
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 helps the.
Descripción Física:1 online resource (xi, 513 pages) : illustrations
Bibliografía:Includes bibliographical references (pages 451-476) and index.
ISBN:9780691187020
0691187029
0691088721
9780691088723

Ejemplares similares