Market Risk Analysis, Practical Financial Econometrics

by Carol Alexander

Written by leading market risk academic, Professor Carol Alexander, Practical Financial Econometrics forms part two of the Market Risk Analysis four volume set. It introduces the econometric techniques that are commonly applied to finance with a critical and selective exposition, emphasising the areas of econometrics, such as GARCH, cointegration and copulas that are required for resolving problems in market risk analysis. The book covers material...

• Format: Hardcover
• Language: English
• ISBN: B00A2MTPE8
• ISBN13: 9780470998014
• Release Date: May 2008
• Publisher: Wiley
• Length: 432 Pages
• Weight: 1.92 lbs.
• Dimensions: 1.2" x 6.9" x 9.8"