Financial Econometrics

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Financial Econometrics

By Peijie Wang

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This book provides an essential toolkit for all students wishing to know more about the modelling and analysis of financial data. Applications of econometric techniques are becoming increasingly common in the world of finance and this second edition of an established text covers the following key themes:- unit roots, cointegration and other develop

Subject: Business & Economics -> Finance -> Finance - General

Financial Econometrics
1st edition
Publisher: Taylor & Francis 9/19/08
Imprint: Routledge
Language: English
Length: 336 pages

ISBN 10: 113409146X
ISBN 13: 9781134091461
Print ISBN: 9780415426701

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