Financial Econometrics Using Stata

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Financial Econometrics Using Stata
  • Forlagets pris kr. 849,95
  • Leveringstid 2-4 hverdage
  • Forventet levering 01-06-2018
Bog, paperback (kr. 624,95) (kr. 624,95)
  1. Beskrivelse

    illustrations

    Udgivelsesdato:
    02-12-2016
    Leveringstid:
    2-4 hverdage
    Bedømmelse:
    (0)
  2. Yderligere info
    Udgivelsesdato:
    02-12-2016
    Sprog:
    Engelsk
    ISBN13:
    9781597182140
    Sidetal:
    272
    Vægt:
    560
    Højde:
    18
    Bredde:
    152
    Længde:
    229
    Forlag:
    Stata Press
    Mærkat:
    Bog, paperback
    Format:
    Paperback
    • Bibliotekernes beskrivelse

      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.

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