Financial Econometrics

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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 ...

Read more

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 ...

Read more
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  • Formats: pdf
  • ISBN: 9781134591121
  • Publication Date: 16 Aug 2005
  • Publisher: Taylor & Francis
  • Product language: English
  • Drm Setting: DRM