Synopsis
This book focuses on several models and methods such as regression analysis, univariate ARIMA model, vector autoregressive process, cointegration process, principal component analysis, factor analysis, stabilization process, ARIMA model with fat-tailed error, and GARcH model. Going from the easy to the difficult, this book essentially covers most of the methods and contents in the field of modern financial econometrics. It provides comprehensive coverage of this discipline and clear explanations of practical applications, in particular with real data in the financial market as an example, shows readers how to analyze and study the real financial problems using the method of financial econometrics.
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Financial Econometrics: From Basics to Advanced Modeling Techniques
Published by
Dongbei University of Finance and Economics Press, 2012
ISBN 10: 7565407313
ISBN 13: 9787565407314
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Seller: BookHolders, Towson, MD, U.S.A.
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Condition: Very Good. [ No Hassle 30 Day Returns ][ Ships Daily ] [ Underlining/Highlighting: NONE ] [ Writing: NONE ] [ Edition: reprint ] Publisher: Dongbei University of Finance and Economics Press Pub Date: 1/1/2012 Binding: Paperback Pages: 209 reprint edition. Seller Inventory # 6441454
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Financial Econometrics: From Basics to Advanced Modeling Techniques
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Condition: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In good all round condition. Book is written in mandarin. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,700grams, ISBN:9787565407314. Seller Inventory # 9455103
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Financial Econometrics: from beginner to advanced modeling techniques(Chinese Edition)
Published by
Dongbei University of Finance and Economics Press, 2012
ISBN 10: 7565407313
ISBN 13: 9787565407314
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paperback
Seller: liu xing, Nanjing, JS, China
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paperback. Condition: New. Paperback. Pages Number: 385 Language: Chinese. Publisher: Northeast University of Finance and Economics Press. Financial Econometrics: From beginner to advanced modeling techniques. the focus is on the above. the latest introduction. starting with econometrics start with the basics. through the introduction of recent theoretical research. so that readers understand the nature of these models and estimation process. We discuss the testing and estimation of the model from the perspective of a . Seller Inventory # NC1946
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Financial Econometrics: From Basics to Advanced Modeling Techniques (Chinese Edition)
Published by
Dongbei University of Finance and Economics Press, 2012
ISBN 10: 7565407313
ISBN 13: 9787565407314
Used
paperback
Seller: Mispah books, Redhill, SURRE, United Kingdom
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paperback. Condition: Good. Good. Dust Jacket NOT present. CD WILL BE MISSING. . SHIPS FROM MULTIPLE LOCATIONS. book. Seller Inventory # ERICA82975654073134
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