Financial Econometrics

Models and Methods

by Oliver Linton

Subject categories
ISBNs
  • 9781107177154
  • 9781316829929
  • 9781316827611
This is a thorough exploration of the models and methods of financial econometrics by one of the world's leading financial econometricians and is for students in economics, finance, statistics, mathematics, and engineering who are interested in financial applications. Based on courses taught around the world, 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 field. Care has been taken to link theory and application to provide real-world context for students. Worked exercises and empirical examples have also been included to make sure complicated concepts are solidly explained and understood.

  • Cambridge University Press; February 2019
  • ISBN: 9781316829929
  • Read online, or download in secure PDF or secure ePub format
  • Title: Financial Econometrics
  • Author: Oliver Linton
  • Imprint: Cambridge University Press
Subject categories
ISBNs
  • 9781107177154
  • 9781316829929
  • 9781316827611

In The Press

'Financial Econometrics: Models and Methods is an excellent book that provides rigorous and advanced econometric methods for testing financial theories. The book is very well structured and easy to follow. The author has successfully managed to simplify the theory of these methods, which makes the book highly recommended not only for Master's students, but also for practitioners who might be interested in using up-to-date econometric techniques for financial data analysis.' Abderrahim Taamouti, Durham University

Subject categories
ISBNs
  • 9781107177154
  • 9781316829929
  • 9781316827611