UID:
almafu_9959327248802883
Format:
1 online resource (xx, 553 pages :
,
illustrations
ISBN:
9781119201847
,
1119201845
,
0470121521
,
9780470121528
,
0470121521
,
1280827114
,
9781280827112
Series Statement:
Frank J. Fabozzi series
Content:
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.
Note:
Title from e-book title screen (viewed Oct. 15, 2007).
,
Financial Econometrics: From Basics to Advanced Modeling Techniques; Contents; Preface; Abbreviations and Acronyms; About the Authors; Chapter 1: Financial Econometrics: Scope and Methods; Chapter 2: Review of Probability and Statistics; Chapter 3: Regression Analysis: Theory and Estimation; Chapter 4: Selected Topics in Regression Analysis; Chapter 5: Regression Applications in Finance; Chapter 6: Modeling Univariate Time Series; Chapter 7: Approaches to ARIMA Modeling and Forecasting; Chapter 8: Autoregressive Conditional Heteroskedastic Models; Chapter 9: Vector Autoregressive Models I.
Additional Edition:
Print version: Financial econometrics. Hoboken, N.J. : Wiley ; Chichester : John Wiley [distributor], ©2007
Language:
English
Keywords:
Electronic books.
;
Electronic books.
;
Electronic books.
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781119201847
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781119201847
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781119201847
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