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Financial Econometrics: Problems, Models, and Methods
Christian Gourieroux
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Description for Financial Econometrics: Problems, Models, and Methods
Hardback. Financial econometrics is a great success story in economics. Intended for professionals and advanced graduate students pursuing expertise in econometric modeling, this guide focuses on methods related to foregoing research and those modeling techniques that seem relevant to future advances. Series: Princeton Series in Finance. Num Pages: 528 pages, 21 tables, 99 figures. BIC Classification: KCH; KFF. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 235 x 162 x 37. Weight in Grams: 882.
Financial econometrics is a great success story in economics. Econometrics uses data and statistical inference methods, together with structural and descriptive modeling, 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 fueled the demand for people with advanced econometrics skills. For professionals and advanced graduate students pursuing greater expertise in econometric modeling, this is a superb guide to the field's frontier. With the goal of providing information that is absolutely up-to-date--essential in ... Read more
Financial econometrics is a great success story in economics. Econometrics uses data and statistical inference methods, together with structural and descriptive modeling, 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 fueled the demand for people with advanced econometrics skills. For professionals and advanced graduate students pursuing greater expertise in econometric modeling, this is a superb guide to the field's frontier. With the goal of providing information that is absolutely up-to-date--essential in ... Read more
Product Details
Format
Hardback
Publication date
2002
Publisher
Princeton University Press United States
Number of pages
528
Condition
New
Series
Princeton Series in Finance
Number of Pages
528
Place of Publication
New Jersey, United States
ISBN
9780691088723
SKU
V9780691088723
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-1
About Christian Gourieroux
Christian Gourieroux is Director of the Laboratory for Finance and Insurance at the Center for Research in Economics and Statistics (CREST) in Paris. He is the coauthor of Statistics and Econometric Models. Simulation Based Econometric Methods, and Time Series and Dynamic Models Joann Jasiak is Associate Professor in the Department of Economics, York University, Toronto.
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