Financial Econometrics

By Peijie Wang

An essential toolkit for all students wishing to know more about the modelling of financial time series, this second edition, including new chapters which cover limited dependent variables and panel data, is a key resource for all graduate and advanced undergraduate students of econometrics and finance.

• Format: Paperback
• Language: English
• ISBN: 0415426693
• ISBN13: 9780415426695
• Release Date: September 2008
• Publisher: Routledge
• Length: 320 Pages
• Weight: 1.10 lbs.
• Dimensions: 0.8" x 6.1" x 9.1"