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Routledge Advanced Texts in Economics and Finance Ser.: Financial Econometrics by Peijie Wang (2002, Uk-B Format Paperback)
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- Buy It NowFinancial Econometrics : Methods and Models, Paperback by Wang, Peijie, Brand...
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About this product
Product Identifiers
PublisherRoutledge
ISBN-100415224551
ISBN-139780415224550
eBay Product ID (ePID)2367205
Product Key Features
Number of Pages192 Pages
LanguageEnglish
Publication NameFinancial Econometrics
SubjectFinance / General, General, Economics / General, Probability & Statistics / Time Series, Econometrics
Publication Year2002
TypeTextbook
Subject AreaMathematics, Business & Economics
AuthorPeijie Wang
SeriesRoutledge Advanced Texts in Economics and Finance Ser.
FormatUk-B Format Paperback
Dimensions
Item Height0.4 in
Item Weight10.4 Oz
Item Length9.3 in
Item Width6.3 in
Additional Product Features
Intended AudienceCollege Audience
LCCN2002-032463
Dewey Edition22
Grade FromCollege Freshman
IllustratedYes
Dewey Decimal332.722
Table Of Content1. Introduction 2. Stochastic Models and Processes 3. The Behaviour of Security Prices 4. Modelling Long-run Relationships in Financial Time Series 5. Modelling Volatility in Financial Time Series 6. Modelling Regime Shifts 7. The Present Value Model, Rationality, and Market Efficiency 8. The Kalman Filter 9. Frequency Domain Analysis 10. Financial Tools 11. Summary
SynopsisThis book which provides 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. This excellent textbook covers all the major developments in the area in recent years in an informative as well as succinct way. Refreshingly, every chapter has a section of two or more examples and a section of empirical literature, offering the reader the opportunity to practice the kind of research going on in the area. This approach helps the reader develop interest, confidence and momentum in learning contemporary econometric topics, 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.
LC Classification NumberHG106.W36 2002
