Financial econometrics
Auteur :
Wang, Peijie
Éditeur :
Taylor & Francis Ltd
ISBN :
9780415426695
Date de publication :
19 sept. 2008
Dimensions :
23,4 x 15,6 cm
Poids :
521 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
An essential toolkit for all students wishing to know more about the modelling of financial time series, this second edition, including new chapters which cover limited dependent variables and panel data, is a key resource for all graduate and advanced undergraduate students of econometrics and finance.