by Christian Gourieroux (Author), Christian Gourieroux (Author), Joann Jasiak (Author)
Financial econometrics is a great success story in economics. Intended for professionals and advanced graduate students pursuing expertise in econometric modeling, this guide focuses on methods related to foregoing research and those modeling techniques that seem relevant to future advances.
Format: Illustrated
Pages: 528
Edition: Illustrated
Publisher: Princeton University Press
Published: 19 Nov 2001
ISBN 10: 0691088721
ISBN 13: 9780691088723