Financial Econometrics: From Basics to Advanced Modeling Techniques

Ou Yang Long

ISBN 10: 7565407313 / ISBN 13: 9787565407314

Published by Dongbei University of Finance and Economics Press, 2012

About this Item

[ 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

Bibliographic Details

• Title: Financial Econometrics: From Basics to Advanced Modeling Techniques
• Publisher: Dongbei University of Finance and Economics Press
• Publication Date: 2012
• Language: Chinese
• ISBN 10: 7565407313
• ISBN 13: 9787565407314
• Binding: Soft cover
• Condition: Very Good

About this title

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.