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Financial Econometrics

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Bibliographic Details
Title: Financial Econometrics
Description: This 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
Authors: Peijie Wang
Resource Type: eBook.
Subjects: Finance--Econometric models, Time-series analysis, Stochastic processes
Categories: BUSINESS & ECONOMICS / Econometrics, BUSINESS & ECONOMICS / Finance / General, MATHEMATICS / Probability & Statistics / Time Series
Database: eBook Collection (EBSCOhost)
FullText Links:
  – Type: ebook-pdf
  – Type: ebook-epub
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  Availability: 0
Header DbId: nlebk
DbLabel: eBook Collection (EBSCOhost)
An: 138835
RelevancyScore: 985
AccessLevel: 6
PubType: eBook
PubTypeId: ebook
PreciseRelevancyScore: 985.343994140625
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  Label: Title
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  Data: Financial Econometrics
– Name: Abstract
  Label: Description
  Group: Ab
  Data: This 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
– Name: Author
  Label: Authors
  Group: Au
  Data: <searchLink fieldCode="AR" term="%22Peijie+Wang%22">Peijie Wang</searchLink>
– Name: TypePub
  Label: Resource Type
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  Data: eBook.
– Name: Subject
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  Data: <searchLink fieldCode="DE" term="%22Finance--Econometric+models%22">Finance--Econometric models</searchLink><br /><searchLink fieldCode="DE" term="%22Time-series+analysis%22">Time-series analysis</searchLink><br /><searchLink fieldCode="DE" term="%22Stochastic+processes%22">Stochastic processes</searchLink>
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  Data: <searchLink fieldCode="ZK" term="%22BUSINESS+%26+ECONOMICS+%2F+Econometrics%22">BUSINESS & ECONOMICS / Econometrics</searchLink><br /><searchLink fieldCode="ZK" term="%22BUSINESS+%26+ECONOMICS+%2F+Finance+%2F+General%22">BUSINESS & ECONOMICS / Finance / General</searchLink><br /><searchLink fieldCode="ZK" term="%22MATHEMATICS+%2F+Probability+%26+Statistics+%2F+Time+Series%22">MATHEMATICS / Probability & Statistics / Time Series</searchLink>
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RecordInfo BibRecord:
  BibEntity:
    Classifications:
      – Code: 332.015195
        Scheme: ddc
        Type: prePub
    Languages:
      – Code: eng
        Text: English
    Subjects:
      – SubjectFull: Finance--Econometric models
        Type: general
      – SubjectFull: Time-series analysis
        Type: general
      – SubjectFull: Stochastic processes
        Type: general
    Titles:
      – TitleFull: Financial Econometrics
        Type: main
  BibRelationships:
    HasContributorRelationships:
      – PersonEntity:
          Name:
            NameFull: Peijie Wang
      – PersonEntity:
          Name:
            NameFull: Peijie Wang
    IsPartOfRelationships:
      – BibEntity:
          Dates:
            – D: 01
              M: 01
              Type: published
              Y: 2003
            – D: 04
              M: 02
              Type: profile
              Y: 2014
          Identifiers:
            – Type: isbn-print
              Value: 9780415224543
            – Type: isbn-print
              Value: 9780415224550
            – Type: isbn-electronic
              Value: 9781134591114
            – Type: isbn-electronic
              Value: 9781134591121
            – Type: isbn-electronic
              Value: 9781134591091
            – Type: isbn-electronic
              Value: 9780203990735
          Titles:
            – TitleFull: Financial Econometrics
              Type: main
ResultId 1