TY  - BOOK
AU  - Gourieroux,Christian
AU  - Jasiak,Joann
TI  - Financial econometrics: problems, models, and methods 
SN  - 9780691088723
AV  - HB139 .G685 2001
U1  - 330.01'5195 22
PY  - 2001///
CY  - Princeton, N.J.
PB  - Princeton University Press
KW  - Finance
KW  - Statistical methods
KW  - Econometrics
KW  - Mathematical models
N1  - Includes bibliographical references (p. 451-476) and index
N2  - Focuses on methods related to current research and those modeling techniques that seem relevant to future advances. Presents a balanced synthesis of financial theory and statistical methodology. Recognizing that any model is necessarily a simplified image of reality and that econometric methods must be adapted and applied on a case-by-case basis, the authors employ a wide variety of data sampled at frequencies ranging from intraday to monthly. These data comprise time series representing both the European and North American markets for stocks, bonds, and foreign currencies
UR  - http://www.loc.gov/catdir/toc/prin031/2001036264.html
UR  - http://www.loc.gov/catdir/bios/prin051/2001036264.html
UR  - http://www.loc.gov/catdir/description/prin022/2001036264.html
ER  -