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Books > Business & Economics > Economics > Econometrics > Economic statistics

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Financial Econometrics Using Stata (Paperback) Loot Price: R1,768
Discovery Miles 17 680
Repayment Terms: R166 pm x 12*
Financial Econometrics Using Stata (Paperback): Simona Boffelli, Giovanni Urga

Financial Econometrics Using Stata (Paperback)

Simona Boffelli, Giovanni Urga

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Loot Price R1,768 Discovery Miles 17 680 | Repayment Terms: R166 pm x 12*

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Financial Econometrics Using Stata is an essential reference for graduate students, researchers, and practitioners who use Stata to perform intermediate or advanced methods. After discussing the characteristics of financial time series, the authors provide introductions to ARMA models, univariate GARCH models, multivariate GARCH models, and applications of these models to financial time series. The last two chapters cover risk management and contagion measures. After a rigorous but intuitive overview, the authors illustrate each method by interpreting easily replicable Stata examples.

General

Imprint: Stata Press
Country of origin: United States
Release date: November 2016
First published: 2016
Authors: Simona Boffelli • Giovanni Urga
Dimensions: 229 x 152 x 22mm (L x W x T)
Format: Paperback
Pages: 272
ISBN-13: 978-1-59718-214-0
Categories: Books > Business & Economics > Economics > Econometrics > Economic statistics
Books > Business & Economics > Finance & accounting > Finance > General
Books > Computing & IT > Computer software packages > Other software packages > Mathematical & statistical software
Books > Money & Finance > General
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LSN: 1-59718-214-1
Barcode: 9781597182140

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