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Financial Econometrics Using Stata

Bag om Financial Econometrics Using Stata

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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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781597182140
  • Indbinding:
  • Paperback
  • Sideantal:
  • 272
  • Udgivet:
  • 1. november 2016
  • Størrelse:
  • 186x241x22 mm.
  • Vægt:
  • 582 g.
  • BLACK NOVEMBER
  Gratis fragt
Leveringstid: Ukendt - mangler pt.

Beskrivelse af Financial Econometrics Using Stata

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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