Financial Econometrics: Methods and Models
ISBN: 0415224543
Category: Business
Tag: Economics and Finances
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Financial Econometrics: Methods and Models (Routledge Advanced Texts in Economics and Finance) by Peijie Wang
Publisher: Routledge | Number Of Pages: 400 | Publication Date: 2002-12-27 | ISBN-10: 0415224543 | PDF | 1 Mb
Publisher: Routledge | Number Of Pages: 400 | Publication Date: 2002-12-27 | ISBN-10: 0415224543 | PDF | 1 Mb
This book--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.
The book forms part of a new series of upper level textbooks, Routledge Advanced Texts in Economics and Finance and includes the following features:
* an exposition of the use of three popular computer packages used for econometric estimation - including Microfit
* end of chapter points for discussion
* contexts that provide background.
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