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Financial Econometrics: Models and Methods

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Financial Econometrics: Models and Methods - Linton, Oliver
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This is a thorough exploration of the models and methods of financial econometrics by one of the world's leading financial econometricians and is for students in economics, finance, statistics, mathematics, and engineering who are interested in financial applications. Based on courses taught around the world, the up-to-date content covers developments in econometrics and finance over the last twenty years while ensuring a solid grounding in the fundamental principles of the field. Care has been taken to link theory and ...

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Financial Econometrics: Models and Methods 2019, Cambridge University Press, Cambridge

ISBN-13: 9781316630334

Trade paperback

Financial Econometrics: Models and Methods 2019, Cambridge University Press, Cambridge

ISBN-13: 9781107177154

Hardcover