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Financial Econometrics 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024

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Wang, Peijie 作者

譯者

2008-11 出版日期

336 頁數

$ 90.34 價格

叢書系列

9780415426695 圖書編碼

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Financial Econometrics 在線電子書 epub 下載 mobi 下載 pdf 下載 txt 下載 2024

Financial Econometrics 在線電子書 epub 下載 pdf 下載 mobi 下載 txt 下載 2024

Financial Econometrics 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024

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Financial Econometrics 在線電子書 pdf 下載 txt下載 epub 下載 mobi 在線電子書下載

Financial Econometrics 在線電子書圖書描述

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 developments in the study of time series models; time varying volatility models of the GARCH type and the stochastic volatility approach; analysis of shock persistence and impulse responses; Markov switching and Kalman filtering; spectral analysis; present value relations and rationality; discrete choice models; analysis of truncated and censored samples; and, panel data analysis. This updated edition includes new chapters which cover limited dependent variables and panel data. It continues to be an essential guide for all graduate and advanced undergraduate students of econometrics and finance.

Financial Econometrics 在線電子書下載 mobi epub pdf txt 在線電子書下載

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