FINANCIAL ECONOMETRICS: FROM BASICS TO ADVANCED MODELING TECHNIQUES

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FINANCIAL ECONOMETRICS: FROM BASICS TO ADVANCED MODELING TECHNIQUES

FOCARDI, SERGIO M. - Personal Name; FABOZZI, FRANK J - Personal Name; MITTNIK, STEFAN - Personal Name; RACHEV, SVETLOZAR T. - Personal Name; JASIC, TEO - Personal Name;

A comprehensive guide to financial econometrics Financial econometrics is a quest for models that describe financial time series such as prices, returns, interest rates, and exchange rates. In Financial Econometrics, readers will be introduced to this growing discipline and the concepts and theories associated with it, including background material on probability theory and statistics. The experienced author team uses real-world data where possible and brings in the results of published research provided by investment banking firms and journals. Financial Econometrics clearly explains the techniques presented and provides illustrative examples for the topics discussed.

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10000431 332.015195 RAC f RLC MM (Rak Buku Umum) Available

Detail Information

Series Title: -
Statement of Responsibility: Svetlozar T. Rachev
Call Number: 332.015195 RAC f
Publisher: New Jersey : John Wiley & Sons., 2007
Collation: xx, 553 p. : ill ; 24cm.
Language: English
ISBN/ISSN: 978-0-471-78450-0
Classification: 332.015195
Content Type: -
Edition: -
Subject(s): Finance
Economics
Specific Detail Info: -

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