Financial Econometric Modeling
Language: English
Published by OXFORD UNIV PR, 2020
- Softcover
- New

Seller: PBShop.store UK, Fairford, GLOS, United KingdomPBShop.store UK
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Condition: New
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Seller Inventory # FU-9780190857066
- Title
- Financial Econometric Modeling
- Author
- Stan Hurn
- Publisher
- OXFORD UNIV PR
- Publication year
- 2020
- Condition
- New
- Binding
- PAP
- Language
- English
- ISBN 10
- 0190857064
- ISBN 13
- 9780190857066
- Item weight
- 1,187 grams
Financial Econometric Modeling delivers a self-contained first course in financial econometrics, providing foundational ideas from financial theory and relevant econometric technique. From this foundation, the book covers a vast arena of modern financial econometrics that opens up empirical applications with data of the many different types that are now generated in financial markets. Every chapter follows the same principle, ensuring that all results reported in the book may be reproduced using standard econometric software packages like Stata or EViews, with a full set of data and programs provided to ensure easy implementation.
"Synopsis" may belong to another edition of this title.
About the Author
Vance L. Martin is Professor of Econometrics at the University of Melbourne. He has published widely in the area of financial econometrics and is coauthor, with Stan Hurn, of the highly successful introductory text Econometric Modeling with Time Series Specification, Estimation, and Testing (2013).
Peter C.B. Phillips is Sterling Professor of Economics at Yale University, Distinguished Professor at the University of Auckland, and Distinguished Term Professor at Singapore Management University. He is Founding Editor of the journal Econometric Theory and an elected fellow of many learned societies including the British Academy, the American Academy of Arts and Sciences, and the Royal Society of New Zealand. His work has advanced diverse areas of econometrics, introduced new methods of research in financial economics, and influenced applied work throughout the social and business sciences.
Jun Yu is Lee Kong Chian Professor of Economics and Finance at Singapore Management University and Lead Principal Investigator at the Centre for Research on the Economics of Aging (CREA). He is a Fellow of the Journal of Econometrics and the Society of Financial Econometrics, and an Associate Editor of the Journal of Econometrics, Econometric Theory, and Journal of Financial Econometrics.
"About the title" may belong to another edition of this title.
PBShop.store UK
Fairford, GLOS, United Kingdom
AbeBooks seller since June 11, 1999
Shipping rates from United Kingdom to U.S.A.
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