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About 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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  • Language:
  • English
  • ISBN:
  • 9780415426701
  • Binding:
  • Hardback
  • Pages:
  • 320
  • Published:
  • September 18, 2008
  • Dimensions:
  • 162x237x26 mm.
  • Weight:
  • 780 g.
Delivery: 2-3 weeks
Expected delivery: January 12, 2025
Extended return policy to January 30, 2025
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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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