Items related to Financial Econometrics (Routledge Advanced Texts in...
Synopsis
This book provides an essential toolkit for all students wishing to know more about the modelling and analysis of financial data. Applications of econometric techniques are becoming increasingly common in the world of finance and this second edition of an established text covers the following key themes:
- unit roots, cointegration and other developments in the study of time series models
- time varying volatility models of the GARCH type and the stochastic volatility approach
- analysis of shock persistence and impulse responses
- Markov switching and Kalman filtering
- spectral analysis
- present value relations and rationality
- discrete choice models
- analysis of truncated and censored samples
- panel data analysis.
This updated edition includes new chapters which cover limited dependent variables and panel data. It continues to be an essential guide for all graduate and advanced undergraduate students of econometrics and finance.
"synopsis" may belong to another edition of this title.
About the Author
Peijie Wang is Professor of Finance at IÉSEG School of Management, Catholic University of Lille. He is author of An Econometric Analysis of the Real Estate Market (Routledge 2001) and The Economics of Foreign Exchange and Global Finance.
"About this title" may belong to another edition of this title.
Other Popular Editions of the Same Title
Search results for Financial Econometrics (Routledge Advanced Texts in...
Stock Image
Financial Econometrics (Routledge Advanced Texts in Economics and Finance)
Seller: Anybook.com, Lincoln, United Kingdom
Seller rating 5 out of 5 stars
Condition: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. Clean from markings In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,600grams, ISBN:9780415426695. Seller Inventory # 9235986
Quantity: 1 available
Seller Image
Financial Econometrics.
Seller: books4less (Versandantiquariat Petra Gros GmbH & Co. KG), Welling, Germany
Seller rating 5 out of 5 stars
Broschiert. Condition: Gut. 2nd edition;. 320 Seiten; Das hier angebotene Buch stammt aus einer teilaufgelösten wissenschaftlichen Bibliothek und trägt die entsprechenden Kennzeichnungen (Rückenschild, Instituts-Stempel.); Schnitt und Einband sind etwas staubschmutzig; der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut. Text in ENGLISCHER Sprache! Sprache: Englisch Gewicht in Gramm: 520. Seller Inventory # 1605410
Quantity: 1 available
Stock Image
Financial Econometrics
Seller: Anybook.com, Lincoln, United Kingdom
Seller rating 5 out of 5 stars
Condition: Poor. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In poor condition, suitable as a reading copy. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,600grams, ISBN:9780415426695. Seller Inventory # 3949361
Quantity: 1 available
Stock Image
Financial Econometrics (Routledge Advanced Texts in Economics and Finance)
Seller: Phatpocket Limited, Waltham Abbey, HERTS, United Kingdom
Seller rating 5 out of 5 stars
Condition: Good. Your purchase helps support Sri Lankan Children's Charity 'The Rainbow Centre'. Ex-library, so some stamps and wear, but in good overall condition. Our donations to The Rainbow Centre have helped provide an education and a safe haven to hundreds of children who live in appalling conditions. Seller Inventory # Z1-G-008-02013
Quantity: 1 available
Seller Image
Financial Econometrics
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # 5576834-n
Quantity: Over 20 available
Stock Image
Financial Econometrics (Routledge Advanced Texts in Economics and Finance)
Seller: Lucky's Textbooks, Dallas, TX, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # ABLIING23Feb2215580191713
Quantity: Over 20 available
Stock Image
Financial Econometrics (Routledge Advanced Texts in Economics and Finance)
Seller: California Books, Miami, FL, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # I-9780415426695
Quantity: Over 20 available
Stock Image
Financial Econometrics
Print on DemandSeller: Majestic Books, Hounslow, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. pp. 336 This item is printed on demand. Seller Inventory # 8138949
Quantity: 3 available
Stock Image
Financial Econometrics
Print on DemandSeller: PBShop.store US, Wood Dale, IL, U.S.A.
Seller rating 5 out of 5 stars
PAP. Condition: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Seller Inventory # IQ-9780415426695
Quantity: 15 available
Seller Image
Financial Econometrics
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Seller rating 5 out of 5 stars
Condition: As New. Unread book in perfect condition. Seller Inventory # 5576834
Quantity: Over 20 available