Financial Econometrics: Problems, Models, and Methods

by Christian Gourieroux and Joann Jasiak

Book Overview

Financial econometrics is a great success story in economics. Econometrics uses data and statistical inference methods, together with structural and descriptive modeling, to address rigorous economic problems. Its development within the world of finance is quite recent and has been paralleled by a fast expansion of financial markets and an increasing variety and complexity of financial products. This has fueled the demand for people with advanced...

• Format: Paperback
• Language: English
• ISBN: 0691242364
• ISBN13: 9780691242361
• Release Date: December 2022
• Publisher: Princeton University Press
• Length: 528 Pages
• Weight: 1.72 lbs.
• Dimensions: 1.3" x 6.5" x 9.2"