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The Elements of Financial Econometrics

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The Elements of Financial Econometrics - Fan, Jianqing, and Yao, Qiwei
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Financial econometrics is an interdisciplinary subject that uses statistical methods and economic theory to address a variety of quantitative problems in finance. This compact, master's-level textbook focuses on methodology and includes real financial data illustrations throughout. The mathematical level is purposely kept moderate, allowing the power of the quantitative methods to be understood without too much technical detail. Wherever possible, the authors indicate where to find the relevant R codes to implement the ...

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The Elements of Financial Econometrics 2017, Cambridge University Press, Cambridge

ISBN-13: 9781107191174

Hardcover