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Contributions to Financial Econometrics

- Theoretical and Practical Issues

About 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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  • Language:
  • English
  • ISBN:
  • 9781405107433
  • Binding:
  • Paperback
  • Pages:
  • 264
  • Published:
  • November 6, 2002
  • Dimensions:
  • 173x246x15 mm.
  • Weight:
  • 463 g.
Delivery: 2-4 weeks
Expected delivery: January 26, 2025
Extended return policy to January 30, 2025
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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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