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Financial Econometrics Using Stata
Engelsk
Bogcover for Financial Econometrics Using Stata af Simona Boffelli, Giovanni Urga, 9781597182140
Specifikationer
Sprog:
Engelsk
Sider:
272
ISBN-13:
9781597182140
Indbinding:
Paperback
ISBN-10:
1597182141
Udg. Dato:
1 nov 2016
Størrelse i cm:
24,1 x 18,6 x 2,2
Forlag:
Oplagsdato:
1 nov 2016
Paperback 2016
Format:

Bog beskrivelse

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.

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Specifikationer
Sprog:
Engelsk
Sider:
272
ISBN-13:
9781597182140
Indbinding:
Paperback
ISBN-10:
1597182141
Udg. Dato:
1 nov 2016
Størrelse i cm:
24,1 x 18,6 x 2,2
Forlag:
Oplagsdato:
1 nov 2016
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