Financial Econometrics : Models and Methods

Linton, Oliver

ISBN 10: 1107177154 / ISBN 13: 9781107177154

Verlag: Cambridge University Press, 2019

Bestandsnummer des Verkäufers 33925701-n

Inhaltsangabe:

Presents an up-to-date treatment of the models and methodologies of financial econometrics by one of the world's leading financial econometricians.

Über die Autorin bzw. den Autor: Oliver Linton is a fellow of Trinity College and is Professor of Political Economy at the University of Cambridge. Formerly, Professor of Econometrics at the London School of Economics and Political Science and Professor of Economics at Yale University. He obtained his Ph.D. in Economics from the University of California, Berkeley in 1991. He has written more than a hundred articles on econometrics, statistics, and empirical finance. In 2015, he was a recipient of the Humboldt Research Award of the Alexander von Humboldt Foundation. He has been a Co-editor at the Journal of Econometrics since 2014. He is a Fellow of the Econometric Society, the Institute of Mathematical Statistics, the Society for Financial Econometrics, the British Academy, and the International Foundation of Applied Econometrics. He was a lead expert in the UK Government Office for Science Foresight project: 'The Future of Computer Trading in Financial Markets', which published in 2012. He has appeared as an expert witness for the Financial Services Authority (FSA) and the Financial Conduct Authority (FCA) in several cases involving market manipulation.

Bibliografische Details

Titel: Financial Econometrics : Models and Methods
Verlag: Cambridge University Press
Erscheinungsdatum: 2019
Einband: Hardcover
Zustand: New