Financial Econometrics

• Author(s): Peijie Wang,
• Publisher: Routledge
• Pages: 336
• ISBN_10: 1134091451
  ISBN_13: 9781134091454
  
• Language: en
• Categories: Business & Economics / General , Business & Economics / Econometrics , Business & Economics / Finance / General , Business & Economics / Economics / General , Business & Economics / Business Mathematics , Business & Economics / Accounting / General , Mathematics / Applied ,

Description:... 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