Financial Econometrics: 1st Edition (e-Book) book cover

Financial Econometrics

1st Edition

By Peijie Wang

Routledge

336 pages

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pub: 2008-09-19
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Description

This book provides an essential toolkit for all students wishing to know more about the modelling and analysis of financial data. Applications of econometric techniques are becoming increasingly common in the world of finance and this second edition of an established text covers the following key themes:- unit roots, cointegration and other develop

Subject Categories

BISAC Subject Codes/Headings:
BUS000000
BUSINESS & ECONOMICS / General
BUS021000
BUSINESS & ECONOMICS / Econometrics
BUS027000
BUSINESS & ECONOMICS / Finance
BUS069000
BUSINESS & ECONOMICS / Economics / General
BUS091000
BUSINESS & ECONOMICS / Business Mathematics