Financial Econometrics Using Stata

Boffelli, Simona; Urga, Giovanni

ISBN 10: 1597182141 / ISBN 13: 9781597182140

Verlag: Stata Press (edition 1), 2016

It's a preowned item in good condition and includes all the pages. It may have some general signs of wear and tear, such as markings, highlighting, slight damage to the cover, minimal wear to the binding, etc., but they will not affect the overall reading experience. Bestandsnummer des Verkäufers 1597182141-11-1

Inhaltsangabe:

Financial Econometrics Using Stata is an essential reference for graduate students, researchers, and practitioners who use Stata to perform intermediate or advanced methods. After discussing the characteristics of financial time series, the authors provide introductions to ARMA models, univariate GARCH models, multivariate GARCH models, and applications of these models to financial time series. The last two chapters cover risk management and contagion measures. After a rigorous but intuitive overview, the authors illustrate each method by interpreting easily replicable Stata examples.

Über die Autorin bzw. den Autor:

Simona Boffelli, PhD, is a quantitative analyst at Fineco Bank in Milan, part of the Unicredit Group. She is a researcher associate to the Department of Management, Economics and Quantitative Methods of Bergamo University in Italy and to the Centre for Econometric Analysis of Cass Business School in London.

Giovanni Urga

, PhD, is a professor of finance and econometrics and the director of the Centre for Econometric Analysis at Cass Business School in London, and is a professor of econometrics at the Department of Management, Economics and Quantitative Methods of Bergamo University in Italy.

Bibliografische Details

Titel: Financial Econometrics Using Stata
Verlag: Stata Press (edition 1)
Erscheinungsdatum: 2016
Einband: Paperback
Zustand: Good
Auflage: 1.