• Sign In
  • Help
  • My Basket0
Contributions to Financial Econometrics: Theoretical and Practical Issues - Surveys of Recent Research in Economics (Paperback)
  • Contributions to Financial Econometrics: Theoretical and Practical Issues - Surveys of Recent Research in Economics (Paperback)
zoom

Contributions to Financial Econometrics: Theoretical and Practical Issues - Surveys of Recent Research in Economics (Paperback)

(editor), (editor)
£21.99
Paperback 264 Pages / Published: 07/11/2002
  • We can order this

Usually despatched within 3 weeks

  • This item has been added to your basket

Check Marketplace availability

This prestigious volume presents five state--of--the--art survey papers on time series econometrics, and a modern financial econometrics software package. Starting with a survey of recent theoretical developments for time series models with GARCH errors, the contributions go on to examine the bootstrapping of financial time series, developments in futures hedging, measures of fit for rational expectations models, asset pricing with observable stochastic discount factors, and a financial econometrics software package for estimating and forecasting ARCH models. Each of the papers blends theoretical and empirical issues, enabling theoreticians and practitioners alike to keep up with the most recent developments in the field. The volume as a whole makes a significant new contribution to the literature.

Publisher: John Wiley and Sons Ltd
ISBN: 9781405107433
Number of pages: 264
Weight: 466 g
Dimensions: 254 x 179 x 15 mm

You may also be interested in...

Using Statistics in Economics
Added to basket
Econometrics for Dummies
Added to basket
Naked Statistics
Added to basket
£12.99
Paperback
Introductory Econometrics for Finance
Added to basket
Dynamic Economic Analysis
Added to basket
Principles of Econometrics
Added to basket
Introductory Econometrics
Added to basket
Essentials of Econometrics (Int'l Ed)
Added to basket
Mastering 'Metrics
Added to basket
Mostly Harmless Econometrics
Added to basket
Minitab Demystified
Added to basket

Reviews

Please sign in to write a review

Your review has been submitted successfully.