Financial Econometrics: From Basics to Advanced Modeling Techniques

by Sergio M. Focardi, Svetlozar T. Rachev, Teo Jašić, et al.

Book Overview

A comprehensive guide to financial econometrics

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...

• Format: Hardcover
• Language: English
• ISBN: 0471784508
• ISBN13: 9780471784500
• Release Date: December 2006
• Publisher: Wiley
• Length: 576 Pages
• Weight: 1.80 lbs.
• Dimensions: 1.5" x 6.4" x 9.4"