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Contributions to Financial Econometrics
- Theoretical and Practical Issues
part of the Surveys of Recent Research in Economics series
- Binding:
- Paperback
- Pages:
- 264
- Published:
- November 6, 2002
- Dimensions:
- 173x246x15 mm.
- Weight:
- 463 g.
Delivery:
2-4 weeks
Expected delivery: December 12, 2024
Description of Contributions to Financial Econometrics
* Presents five state--of--the--art survey papers on time series econometrics. * Presents a modern financial econometrics software package. * Surveys recent developments in the field. * Discusses the theoretical properties of the GARCH family of models.
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