{"product_id":"financial-econometrics-using-stata","title":"Financial Econometrics Using Stata","description":"\u003cp\u003e\u003cstrong\u003eFinancial Econometrics Using Stata\u003c\/strong\u003e 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.\u003c\/p\u003e","brand":"Stata Press","offers":[{"title":"Default Title","offer_id":54173602120024,"sku":null,"price":81.99,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0278\/1295\/4195\/files\/9781597182140_e1678fcb-c30d-4ae3-afaf-f3bb303285a0.jpg?v=1768024840","url":"https:\/\/agendabookshop.com\/products\/financial-econometrics-using-stata","provider":"Agenda Bookshop","version":"1.0","type":"link"}