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Financial Econometrics Using Stata
Engelsk Paperback
Financial Econometrics Using Stata
Engelsk Paperback

874 kr
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Om denne bog

Financial Econometrics Using Stata 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.

Product detaljer
Sprog:
Engelsk
Sider:
272
ISBN-13:
9781597182140
Indbinding:
Paperback
Udgave:
ISBN-10:
1597182141
Udg. Dato:
1 nov 2016
Længde:
22mm
Bredde:
186mm
Højde:
241mm
Forlag:
Stata Press
Oplagsdato:
1 nov 2016
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