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Financial Econometrics
- Binding:
- Hardback
- Pages:
- 320
- Published:
- September 18, 2008
- Dimensions:
- 162x237x26 mm.
- Weight:
- 780 g.
Delivery:
2-3 weeks
Expected delivery: December 5, 2024
Description of Financial Econometrics
An essential toolkit for all students wishing to know more about the modelling of financial time series, this second edition, including new chapters which cover limited dependent variables and panel data, is a key resource for all graduate and advanced undergraduate students of econometrics and finance.
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