Items related to Financial Econometrics Problems, Models, and Methods

Financial Econometrics Problems, Models, and Methods - Softcover

  • 3.00 out of 5 stars
    7 ratings by Goodreads
 
9788122416978: Financial Econometrics Problems, Models, and Methods

Synopsis

Financial econometrics is a great success story in economics. Econometrics uses data and statistical inference methods, together with structural and descriptive modeling, to address rigorous economic problems. Its development within the world of finance is quite recent and has been paralleled by a fast expansion of financial markets and an increasing variety and complexity of financial products. This has fueled the demand for people with advanced econometrics skills. For professionals and advanced graduate students pursuing greater expertise in econometric modeling, this is a superb guide to the field's frontier. With the goal of providing information that is absolutely up-to-date?essential in today's rapidly evolving financial environment?Gourieroux and Jasiak focus on methods related to current research and those modeling techniques that seem relevant to future advances. They present a balanced synthesis of financial theory and statistical methodology. Recognizing that any model is necessarily a simplified image of reality and that econometric methods must be adapted and applied on a case-by-case basis, the authors employ a wide variety of data sampled at frequencies ranging from intraday to monthly. These data comprise time series representing both the European and North American markets for stocks, bonds, and foreign currencies. Practitioners are encouraged to keep a critical eye and are armed with graphical diagnostics to eradicate misspecification errors. This authoritative, state-of-the-art reference text is ideal for upper-level graduate students, researchers, and professionals seeking to update their skills and gain greater facility in using econometric models. All will benefit from the emphasis on practical aspects of financial modeling and statistical inference. Doctoral candidates will appreciate the inclusion of detailed mathematical derivations of the deeper results as well as the more advanced problems concerning hig

"synopsis" may belong to another edition of this title.

  • PublisherNew Age International Publisher
  • Publication date2007
  • ISBN 10 8122416977
  • ISBN 13 9788122416978
  • BindingPaperback
  • LanguageEnglish
  • Edition number1
  • Number of pages528
  • Rating
    • 3.00 out of 5 stars
      7 ratings by Goodreads

Other Popular Editions of the Same Title

Search results for Financial Econometrics Problems, Models, and Methods

Stock Image

Gourierous, Christian
ISBN 10: 8122416977 ISBN 13: 9788122416978
New Hardcover

Seller: Books in my Basket, New Delhi, India

Seller rating 5 out of 5 stars 5-star rating, Learn more about seller ratings

Hardcover. Condition: New. ISBN: 9788122416978, 530pp. Seller Inventory # 1888913

Contact seller

Buy New

US$ 8.25
Convert currency
Shipping: US$ 15.94
From India to U.S.A.
Destination, rates & speeds

Quantity: 2 available

Add to basket

Stock Image

Jasiak Joann Gourieroux Christian
Published by New Age International (P) Ltd., 2007
ISBN 10: 8122416977 ISBN 13: 9788122416978
New Softcover

Seller: Majestic Books, Hounslow, United Kingdom

Seller rating 5 out of 5 stars 5-star rating, Learn more about seller ratings

Condition: New. pp. 528. Seller Inventory # 12106902

Contact seller

Buy New

US$ 17.35
Convert currency
Shipping: US$ 8.82
From United Kingdom to U.S.A.
Destination, rates & speeds

Quantity: 4 available

Add to basket