Financial Econometrics: Models and Methods

This book provides a comprehensive exploration of financial econometrics, covering models, methods, and applications, and is suitable for students in economics, finance, statistics, mathematics, and engineering.

Format: Paperback / softback
Length: 572 pages
Publication date: 21 February 2019
Publisher: Cambridge University Press

This is a comprehensive exploration of financial econometrics by one of the world's leading financial econometricians, designed for students in economics, finance, statistics, mathematics, and engineering who are interested in financial applications. The book, based on courses taught around the world, provides up-to-date content that covers developments in econometrics and finance over the past twenty years, while ensuring a solid grounding in the fundamental principles of the field. Careful attention has been given to linking theory and application to provide real-world context for students. To reinforce understanding, numerous worked exercises and empirical examples have been included, making complex concepts accessible and understandable. Whether you are a novice or an experienced student, this book will be an invaluable resource for advancing your knowledge in financial econometrics and its applications.

Weight: 1216g
Dimension: 191 x 247 x 24 (mm)
ISBN-13: 9781316630334