Financial econometrics : methods and models / Peijie Wang
Material type:
TextSeries: Routledge Advanced Texts in Economics and FinancePublication details: London ; New York : Routledge, 2003.Description: xiii, 178 p. : ill. ; 24 cmISBN: - 9780415224551 (pbk.)
- 9780415224543
- 0415224543 (hbk.)
- 0415224551 (pbk.)
- 332'.01'5195 22
- HG106 .W36 2003
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| 332.01'5195 NON Nonlinear financial econometrics : | 332.01'5195 SCH Quantitative finance for physicists : | 332.01'5195 STA Forerunners of modern financial economics : | 332.01'5195 WAN Financial econometrics : | 332.01'51955 TSA Analysis of financial time series / | 332.024'01 AND Andersen on financial planning : | 332.024'01 TEM The rules of wealth : |
Includes bibliographical references and indexes.
This book is an overview of contemporary topics related to the modelling of financial time series - is set against a backdrop of rapid expansions of interest in both the models themselves and the financial problems to which they are applied.
osa 29/04/13, rpm 16/05/14; 31/08/15
Loan
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