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Financial Econometrics
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Financial Econometrics

Book Details

Format Paperback / Softback
ISBN-10 0415224551
ISBN-13 9780415224550
Publisher Taylor & Francis Ltd
Imprint Routledge
Country of Manufacture GB
Country of Publication GB
Publication Date Nov 21st, 2002
Print length 192 Pages
Weight 295 grams
Ksh 12,000.00
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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.
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 chapter has a section of two or more examples and a section of empirical literature, offering the reader the opportunity to practice the kind of research going on in the area. This approach helps the reader develop interest, confidence and momentum in learning contemporary econometric topics

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