Financial Econometrics: Problems, Models, and Methods

Gourieroux, Christian

Financial Econometrics: Problems, Models, and Methods - Bangalore Princeton, N.J New Age International(p) Ltd Princeton University Press 2005 2001 - 513

Financial econometrics is a great success story in economics. Econometrics uses data and statistical inference methods, together with structural and descriptive modelling, to address rigorous economic problems. Its development within the world of finance is quite recent and has been paralleled by a fast expansion of financial markets and an increasing variety and complexity of financial products. This has fuelled the demand for people with advanced econometrics skills. For professionals and advanced graduate students pursuing greater expertise in econometric modelling, this is a guide to the field's frontier. With the goal of providing information that is absolutely up-to-date - essental in today's rapidly evolving financial environment

9780691242361


Finance--Mathematical models
Finance--Statistical methods
Econometrics

330.015195 GOU