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Contributions to Financial Econometrics: Theoretical and Practical Issues - Surveys of Recent Research in Economics M McAleer
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Contributions to Financial Econometrics: Theoretical and Practical Issues - Surveys of Recent Research in Economics
M McAleer
* Presents five state--of--the--art survey papers on time series econometrics. * Presents a modern financial econometrics software package. * Surveys recent developments in the field. * Discusses the theoretical properties of the GARCH family of models.
264 pages, illustrations
| Mediji | Grāmatas Paperback Book (Grāmata ar mīksto vāku un līmēto muguru) |
| Izlaists | 2002. gada 7. novembris |
| ISBN13 | 9781405107433 |
| Izdevēji | John Wiley and Sons Ltd |
| Lapas | 264 |
| Izmēri | 173 × 246 × 15 mm · 462 g |
| Redaktors | McAleer, Michael (University of Western Australia) |
| Redaktors | Oxley, Les (University of Canterbury, New Zealand) |
