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Contributions to Financial Econometrics - Bog

- Theoretical and Practical Issues

Bag om Contributions to Financial Econometrics

* Presents five state--of--the--art survey papers on time series econometrics. * Presents a modern financial econometrics software package. * Surveys recent developments in the field. * Discusses the theoretical properties of the GARCH family of models.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781405107433
  • Indbinding:
  • Paperback
  • Sideantal:
  • 264
  • Udgivet:
  • 7. november 2002
  • Størrelse:
  • 173x246x15 mm.
  • Vægt:
  • 463 g.
  • 8-11 hverdage.
  • 16. januar 2025

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Medlemspris

Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

Beskrivelse af Contributions to Financial Econometrics

* Presents five state--of--the--art survey papers on time series econometrics. * Presents a modern financial econometrics software package. * Surveys recent developments in the field. * Discusses the theoretical properties of the GARCH family of models.

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