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Financial Econometrics (Hardcover, 2 Rev Ed) Loot Price: R1,569
Discovery Miles 15 690
You Save: R201 (11%)
Financial Econometrics (Hardcover, 2 Rev Ed): Peijie Wang

Financial Econometrics (Hardcover, 2 Rev Ed)

Peijie Wang

Series: Routledge Advanced Texts in Economics and Finance

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List price R1,770 Loot Price R1,569 Discovery Miles 15 690 | Repayment Terms: R147 pm x 12* You Save R201 (11%)

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This book provides an essential toolkit for all students wishing to know more about the modelling and analysis of financial data. Applications of econometric techniques are becoming increasingly common in the world of finance and this second edition of an established text covers the following key themes: - unit roots, cointegration and other developments in the study of time series models - time varying volatility models of the GARCH type and the stochastic volatility approach - analysis of shock persistence and impulse responses - Markov switching and Kalman filtering - spectral analysis - present value relations and rationality - discrete choice models - analysis of truncated and censored samples - panel data analysis. This updated edition includes new chapters which cover limited dependent variables and panel data. It continues to be an essential guide for all graduate and advanced undergraduate students of econometrics and finance.

General

Imprint: Routledge
Country of origin: United Kingdom
Series: Routledge Advanced Texts in Economics and Finance
Release date: September 2008
First published: 2008
Authors: Peijie Wang
Dimensions: 234 x 156 x 26mm (L x W x T)
Format: Hardcover
Pages: 320
Edition: 2 Rev Ed
ISBN-13: 978-0-415-42670-1
Categories: Books > Business & Economics > Economics > Econometrics > General
Books > Business & Economics > Finance & accounting > Finance > General
Books > Money & Finance > General
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LSN: 0-415-42670-7
Barcode: 9780415426701

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