Financial econometrics: models and methods
Auteur :
Linton, Oliver
Éditeur :
Cambridge University Press
ISBN :
9781316630334
Date de publication :
21 févr. 2019
Dimensions :
24,6 x 19,0 x 2,6 cm
Poids :
1250 g
Format :
Trade paperback (US)
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This thorough exploration of the models and methods of financial econometrics is written by one of the world's leading financial econometricians. The up-to-date content covers developments in econometrics and finance over the last twenty years while ensuring a solid grounding in the fundamental principles of the subject.