Financial Econometrics
โ Scribed by Yiu-Kuen Tse (editor)
- Publisher
- MDPI AG
- Year
- 2019
- Tongue
- English
- Leaves
- 138
- Edition
- Illustrated
- Category
- Library
No coin nor oath required. For personal study only.
โฆ Synopsis
Financial econometrics has developed into a very fruitful and vibrant research area in the last two decades. The availability of good data promotes research in this area, specially aided by online data and high-frequency data. These two characteristics of financial data also create challenges for researchers that are different from classical macro-econometric and micro-econometric problems. This Special Issue is dedicated to research topics that are relevant for analyzing financial data. We have gathered six articles under this theme.
โฆ Table of Contents
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๐ SIMILAR VOLUMES
<P>This book provides an essential toolkit for all students wishing to know more about the modelling and analysis of financial data. Applications of econometric techniques are becoming increasingly common in the world of finance and this second edition of an established text covers the following key