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Peijie Wang

Financial Econometrics: Methods and Models

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ISBN: 0415224551
Издательство: Routledge
This book - 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. The book forms part of a new series of upper level textbooks, Routledge Advanced Texts in Economics and Finance and includes the following features: * an exposition of the use of three popular computer packages used for econometric estimation - including Microfit* end of chapter points for discussion * contexts that provide background.