Financial Valuation And Econometrics (Third Edition)
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€179.80
A01=Kian Guan Lim
Author_Kian Guan Lim
Category=KCH
Category=KFFM
Cointegration
Data Analyses
Econometric Methods
Econometrics
Empirical Finance
eq_bestseller
eq_business-finance-law
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
eq_non-fiction
Finance
Finance Theory
forthcoming
Linear and Nonlinear Regressions
Maximum Likelihood
Quantitative Finance
The Generalized Method of Moments
Time Series Analyses
Product details
- ISBN 9789819826773
- Publication Date: 19 Jun 2026
- Publisher: World Scientific Publishing Co Pte Ltd
- Publication City/Country: SG
- Product Form: Hardback
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This book provides a comprehensive introduction to financial valuation and financial data analysis using econometric methods. It is intended for advanced finance undergraduates and graduate students, offering detailed guidance on applying econometric techniques to real-world financial problems. Most chapters in the book would contain one or more finance application examples where finance concepts and theory are taught. This book weaves together the three important domains of financial valuation theory, econometrics modelling, and the empirical analyses of financial data using common programming languages and statistical software. The pedagogical approach in this book employs various suitable econometric methods such as multiple linear and panel regressions, time series analyses, cointegration, maximum likelihood, the generalized method of moments to perform estimation and testing of popular financial models using appropriate financial data. It provides for very effective learning by a finance professional or student who wants to be well equipped in both theory and the ability to investigate the models using appropriate econometrics and statistical techniques. Learning these econometric methods is also important in complementing prediction and classification techniques in AI and machine learning.
