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Financial Econometrics

Financial Econometrics by Peijie Wang
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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
Taylor and Francis; August 2005
193 pages; ISBN 9781134591091
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Title: Financial Econometrics
Author: Peijie Wang
 
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ISBNs
0203990730
9780203990735
9780415224543
9781134591091
9781134591114