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Financial Econometrics

From Basics to Advanced Modeling Techniques

Financial Econometrics( )
Author: Rachev, Svetlozar T.
Mittnik, Stefan
Fabozzi, Frank J.
Focardi, Sergio M.
Jasic, Teo
Series title:Frank J. Fabozzi Ser.
Publication Date:Dec 2006
Publisher:John Wiley & Sons, Incorporated
Book Format:Hardback
List Price:USD $125.00
Book Description:

Financial econometrics is a quest for models that describe financial time series such as prices, returns, interest rates, and exchange rates. The experienced author team introduces readers to this growing discipline and the concepts and theories associated with it, including background material on probability theory and statistics.

Book Details
Detailed Subjects: Business & Economics / Econometrics
Physical Dimensions (W X L X H):6.279 x 9.009 x 1.825 Inches
Book Weight:1.706 Pounds

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