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Financial Econometrics: From Basics to Advanced Modeling Techniques

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Financial Econometrics: From Basics to Advanced Modeling Techniques - Rachev, Svetlozar T, and Mittnik, Stefan, and Fabozzi, Frank J
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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 and brings in the results of published research provided by investment ...

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Financial Econometrics: From Basics to Advanced Modeling Techniques 2006, John Wiley & Sons, Hoboken, NJ

ISBN-13: 9780471784500

Hardcover