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Financial Econometrics

by Oliver Linton

2020-12-29 22:40:13

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This is a thorough exploration of the models and methods of financial econometrics by one of the world''s leading financial econometricians and is for students in economics, finance, statistics, mathematics, and engineering who are interested in fina... Read more
This is a thorough exploration of the models and methods of financial econometrics by one of the world''s leading financial econometricians and is for students in economics, finance, statistics, mathematics, and engineering who are interested in financial applications. Based on courses taught around the world, the up-to-date content covers developments in econometrics and finance over the last twenty years while ensuring a solid grounding in the fundamental principles of the field. Care has been taken to link theory and application to provide real-world context for students. Worked exercises and empirical examples have also been included to make sure complicated concepts are solidly explained and understood. Less

Book Details

File size9.96 X 7.6 X 1.18 in
Print pages572
PublisherCambridge University Press
Publication date February 21, 2019
Languageeng
ISBN9781316829929
autor-image
Oliver Linton
Author
...

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