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Inhaltsangabe
A masterful and empirically driven introductory Financial Econometrics text
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Über die Autorin bzw. den Autor
Stan Hurn is Professor of Econometrics at Queensland University of Technology. He held previous positions at the University of Glasgow and Brasenose College, Oxford. He is a Fellow of the Society of Financial Econometrics and Founding Member and Director of the National Centre for Econometric Research in Australia. Vance L. Martin is Professor of Econometrics at the University of Melbourne. He has published widely in the area of financial econometrics and is coauthor, with Stan Hurn, of the highly successful introductory text Econometric Modeling with Time Series Specification, Estimation, and Testing (2013). Peter C.B. Phillips is Sterling Professor of Economics at Yale University, Distinguished Professor at the University of Auckland, and Distinguished Term Professor at Singapore Management University. He is Founding Editor of the journal Econometric Theory and an elected fellow of many learned societies including the British Academy, the American Academy of Arts and Sciences, and the Royal Society of New Zealand. His work has advanced diverse areas of econometrics, introduced new methods of research in financial economics, and influenced applied work throughout the social and business sciences. Jun Yu is Lee Kong Chian Professor of Economics and Finance at Singapore Management University and Lead Principal Investigator at the Centre for Research on the Economics of Aging (CREA). He is a Fellow of the Journal of Econometrics and the Society of Financial Econometrics, and an Associate Editor of the Journal of Econometrics, Econometric Theory, and Journal of Financial Econometrics.
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Financial Econometric Modeling
Verlag:
Oxford University Press Inc, 2020
ISBN 10: 0190857064
ISBN 13: 9780190857066
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Paperback. Zustand: Good. Financial econometrics brings financial theory and econometric methods together with the power of data to advance understanding of the global financial universe upon which all modern economies depend. Financial Econometric Modeling is an introductory text that meets the learning challenge of integrating theory, measurement, data, and software to understand the modern world of finance. Empirical applications with financial data play a central position in this book's exposition. Each chapter is a how-to guide that takes readers from ideas and theories through to the practical realities of modeling, interpreting, and forecasting financial data. The book reaches out to a wide audience of students, applied researchers, and industry practitioners, guiding readers of diverse backgrounds on the models, methods, and empirical practice of modern financial econometrics.Financial Econometric Modeling delivers a self-contained first course in financial econometrics, providing foundational ideas from financial theory and relevant econometric technique. From this foundation, the book covers a vast arena of modern financial econometrics that opens up empirical applications with data of the many different types that are now generated in financial markets. Every chapter follows the same principle ensuring that all results reported in the book may be reproduced using standard econometric software packages such as Stata or EViews, with a full set of data and programs provided to ensure easy implementation. Bestandsnummer des Verkäufers CIN0190857064G
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Financial Econometric Modeling
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Financial Econometric Modeling
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Oxford University Press Inc, 2020
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ISBN 13: 9780190857066
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Paperback. Zustand: Good. Financial econometrics brings financial theory and econometric methods together with the power of data to advance understanding of the global financial universe upon which all modern economies depend. Financial Econometric Modeling is an introductory text that meets the learning challenge of integrating theory, measurement, data, and software to understand the modern world of finance. Empirical applications with financial data play a central position in this book's exposition. Each chapter is a how-to guide that takes readers from ideas and theories through to the practical realities of modeling, interpreting, and forecasting financial data. The book reaches out to a wide audience of students, applied researchers, and industry practitioners, guiding readers of diverse backgrounds on the models, methods, and empirical practice of modern financial econometrics.Financial Econometric Modeling delivers a self-contained first course in financial econometrics, providing foundational ideas from financial theory and relevant econometric technique. From this foundation, the book covers a vast arena of modern financial econometrics that opens up empirical applications with data of the many different types that are now generated in financial markets. Every chapter follows the same principle ensuring that all results reported in the book may be reproduced using standard econometric software packages such as Stata or EViews, with a full set of data and programs provided to ensure easy implementation. Bestandsnummer des Verkäufers CIN0190857064G
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Financial Econometric Modeling
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