Contributions to Financial Econometrics 2024 pdf epub mobi 电子书


Contributions to Financial Econometrics

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发表于2024-11-14

Contributions to Financial Econometrics 2024 pdf epub mobi 电子书

Contributions to Financial Econometrics 2024 pdf epub mobi 电子书

Contributions to Financial Econometrics 2024 pdf epub mobi 电子书



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出版者:Blackwell Pub
作者:McAleer, Michael (EDT)/ Oxley, Lee (EDT)
出品人:
页数:264
译者:
出版时间:2002-11
价格:$ 39.95
装帧:Pap
isbn号码:9781405107433
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Contributions to Financial Econometrics 2024 pdf epub mobi 电子书 图书描述

This prestigious volume presents five state--of--the--art survey papers on time series econometrics, and a modern financial econometrics software package. Starting with a survey of recent theoretical developments for time series models with GARCH errors, the contributions go on to examine the bootstrapping of financial time series, developments in futures hedging, measures of fit for rational expectations models, asset pricing with observable stochastic discount factors, and a financial econometrics software package for estimating and forecasting ARCH models. Each of the papers blends theoretical and empirical issues, enabling theoreticians and practitioners alike to keep up with the most recent developments in the field. The volume as a whole makes a significant new contribution to the literature.

Contributions to Financial Econometrics 2024 pdf epub mobi 电子书

Contributions to Financial Econometrics 2024 pdf epub mobi 电子书
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Contributions to Financial Econometrics 2024 pdf epub mobi 电子书


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