Financial Econometrics : Models and Methods
Book Details
Format
Paperback / Softback
ISBN-10
1316630331
ISBN-13
9781316630334
Publisher
Cambridge University Press
Imprint
Cambridge University Press
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Feb 21st, 2019
Print length
572 Pages
Weight
1,216 grams
Dimensions
19.10 x 24.70 x 2.40 cms
Product Classification:
MicroeconomicsEconometricsFinanceProbability & statistics
Ksh 10,400.00
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This thorough exploration of the models and methods of financial econometrics is written by one of the world's leading financial econometricians. The up-to-date content covers developments in econometrics and finance over the last twenty years while ensuring a solid grounding in the fundamental principles of the subject.
This is a thorough exploration of the models and methods of financial econometrics by one of the world''s leading financial econometricians and is for students in economics, finance, statistics, mathematics, and engineering who are interested in financial applications. Based on courses taught around the world, the up-to-date content covers developments in econometrics and finance over the last twenty years while ensuring a solid grounding in the fundamental principles of the field. Care has been taken to link theory and application to provide real-world context for students. Worked exercises and empirical examples have also been included to make sure complicated concepts are solidly explained and understood.
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