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Financial Econometrics Using Stata

Af: Simona Boffelli, Giovanni Urga Engelsk Paperback

Financial Econometrics Using Stata

Af: Simona Boffelli, Giovanni Urga Engelsk Paperback
Tjek vores konkurrenters priser

Financial Econometrics Using Stata is an essential reference for graduate students, researchers, and practitioners who use Stata to perform intermediate or advanced methods. After discussing the characteristics of financial time series, the authors provide introductions to ARMA models, univariate GARCH models, multivariate GARCH models, and applications of these models to financial time series. The last two chapters cover risk management and contagion measures. After a rigorous but intuitive overview, the authors illustrate each method by interpreting easily replicable Stata examples.

Tjek vores konkurrenters priser
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kr 707
Fragt: 39 kr
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20 kr
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God 4 anmeldelser på
Tjek vores konkurrenters priser

Financial Econometrics Using Stata is an essential reference for graduate students, researchers, and practitioners who use Stata to perform intermediate or advanced methods. After discussing the characteristics of financial time series, the authors provide introductions to ARMA models, univariate GARCH models, multivariate GARCH models, and applications of these models to financial time series. The last two chapters cover risk management and contagion measures. After a rigorous but intuitive overview, the authors illustrate each method by interpreting easily replicable Stata examples.

Produktdetaljer
Sprog: Engelsk
Sider: 272
ISBN-13: 9781597182140
Indbinding: Paperback
Udgave:
ISBN-10: 1597182141
Udg. Dato: 1 nov 2016
Længde: 22mm
Bredde: 186mm
Højde: 241mm
Forlag: Stata Press
Oplagsdato: 1 nov 2016
Forfatter(e) Simona Boffelli, Giovanni Urga


Kategori Økonometri og økonomisk statistik


ISBN-13 9781597182140


Sprog Engelsk


Indbinding Paperback


Sider 272


Udgave


Længde 22mm


Bredde 186mm


Højde 241mm


Udg. Dato 1 nov 2016


Oplagsdato 1 nov 2016


Forlag Stata Press

Kategori sammenhænge