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"Financial econometrics is a great success story in economics. Econometrics uses data and statistical inference methods, together with structural and descriptive modeling, to address rigorous economic problems. Its development within the world of finance is quite recent and has been paralleled by a fast expansion of financial markets and an increasing variety and complexity of financial products. This has fueled the demand for people with advanced econometrics skills.".
"For professionals and advanced graduate students pursuing greater expertise in econometric modeling, this is a superb guide to the field's frontier. With the goal of providing information that is absolutely up-to-date - essential in today's rapidly evolving financial environment - Gourieroux and Jasiak focus on methods related to current research and those modeling techniques that seem relevant to future advances. They present 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.
Practitioners are encouraged to keep a critical eye and are armed with graphical diagnostics to eradicate misspecification errors."--BOOK JACKET.
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1
Financial Econometrics: Problems, Models, and Methods
2022, Princeton University Press
in English
0691242364 9780691242361
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2
Financial Econometrics: Problems, Models, and Methods
2018, Princeton University Press
in English
0691187029 9780691187020
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3
Financial Econometrics: Problems, Models, and Methods.
November 1, 2001, Princeton University Press
Hardcover
in English
0691088721 9780691088723
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4
Financial Econometrics
2001, Princeton University Press, Princeton University Press
0691088721 9780691088723
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Feedback?November 14, 2023 | Edited by MARC Bot | import existing book |
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