TY  - BOOK
AU  - Gourieroux, Christian
AU  - Jasiak, Joann
TI  - Financial Econometrics: Problems, Models, and Methods
SN  - 9780691242361
U1  - 330.015195  GOU 
PY  - 2005///
PY  - 2001///
CY  - Bangalore, Princeton, N.J
PB  - New Age International(p) Ltd,  Princeton University Press
KW  - Finance--Mathematical models
KW  - Finance--Statistical methods
KW  - Econometrics
N2  - 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
ER  -