Financial Econometrics
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€241.80
A01=Peijie Wang
ADF Test
advanced time series econometrics
Author_Peijie Wang
Category=KCH
Category=KF
Category=PBW
Ceo Compensation
Cointegration Relationship
Cointegration Vector
dependent
discrete choice estimation
econometric modelling
eq_bestseller
eq_business-finance-law
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
eq_non-fiction
financial data analysis
GARCH
GDP Series
Higher Order Serial Correlation
IMF Agreement
IMF Programme
Impulse Response Analysis
Inverse Mill's Ratio
Inverse Mill’s Ratio
Ito's Lemma
Ito’s Lemma
limited
Markov Switching
Markov Switching Model
Multinomial Logistic Regression
Non-stationary Time Series
OLS Regression
panel data techniques
Probit Model
pure
Pure Random Walk
random
rational expectations testing
series
Small Stock Portfolio
spectral methods
stochastic
Stochastic Volatility
time
Time Varying Transition Probabilities
UK GDP
Unit Root
variable
volatility
Volatility Spillovers
walk
Product details
- ISBN 9780415224543
- Weight: 520g
- Dimensions: 156 x 234mm
- Publication Date: 21 Nov 2002
- Publisher: Taylor & Francis Ltd
- Publication City/Country: GB
- Product Form: Hardback
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This book which provides an overview of contemporary topics related to the modelling of financial time series, is set against a backdrop of rapid expansions of interest in both the models themselves and the financial problems to which they are applied.
This excellent textbook covers all the major developments in the area in recent years in an informative as well as succinct way.
Refreshingly, every chapter has a section of two or more examples and a section of empirical literature, offering the reader the opportunity to practice the kind of research going on in the area. This approach helps the reader develop interest, confidence and momentum in learning contemporary econometric topics
Peijie Wang has taught numerous finance, accounting, and investment courses at postgraduate, undergraduate and MBA levels and supervised various PhD theses and Masters dissertations at City University Business School, University of Manchester, Manchester Business School, UMIST and other institutions. He has published widely in major finance, economics, real estate and statistics journals.
