Financial econometrics: models and methods
Auteur :
Linton, Oliver
Éditeur :
Cambridge University Press
ISBN :
9781107177154
Date de publication :
21 févr. 2019
Dimensions :
25,3 x 19,3 x 3,0 cm
Poids :
1390 g
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.