Elements of financial econometrics, the
Auteur :
Fan, Jianqing / Yao, Qiwei
Éditeur :
Cambridge University Press
ISBN :
9781107191174
Date de publication :
23 mars 2017
Dimensions :
25,0 x 17,5 x 2,3 cm
Poids :
910 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
A compact, master's-level textbook on financial econometrics, focusing on methodology and including real financial data illustrations throughout. The mathematical level is purposely kept moderate, allowing the power of the quantitative methods to be understood without too much technical detail.