ENGLISH

Financial Econometrics: From Basics to Advanced Modeling Techniques

By Svetlozar T. Rachev , Stefan Mittnik PhD , Frank J. Fabozzi CFA , Sergio M. Focardi , Teo Jašić PhD

Book information

Publisher
Wiley
Year
2007
ISBN
0471784508, 9780471784500
LCC
HB139 .F56 2007
Open Library ID
OL17180309M
Language
english
Format
PDF
Filesize
10 MB (10918075 bytes)
Series
Frank J. Fabozzi Series
Pages
576\576
Library
mexmat
Time added
2009-11-09 02:42:13
Финансово-экономические дисциплины;Эконометрика

Description

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. The experienced author team uses real-world data where possible and brings in the results of published research provided by investment banking firms and journals. Financial Econometrics clearly explains the techniques presented and provides illustrative examples for the topics discussed.

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