Financial Econometrics: From Basics to Advanced Modeling Techniques

Financial Econometrics: From Basics to Advanced Modeling Techniques

Svetlozar T. Rachev, Stefan Mittnik, Frank J. Fabozzi, Sergio M. Focardi, Teo Jašić

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Financial econometrics is a quest for models that describe financial time series such as prices, returns, interest rates, and exchange rates. In Financial Econometrics, readers will be introduced to this growing discipline and the concepts and theories associated with it, including background material on probability theory and statistics. The experienced author team uses real-world data where possible and brings in the results of published research provided by investment banking firms and journals. Financial Econometrics clearly explains the techniques presented and provides illustrative examples for the topics discussed.

Categories:
Business & Economics – Econometrics

Year:
2007

Publisher:
Wiley

Language:
english

Pages:
576

ISBN 10:
0471784508

ISBN 13:
9780471784500

Series:
Frank J. Fabozzi Series

File:
PDF, 10.41 MB