Financial Econometric Modeling
Description:
Financial econometrics brings financial theory and econometric methods together with the power of data to advance understanding of the global financial universe upon which all modern economies depend. Financial Econometric Modeling is an introductory text that meets the learning challenge of
integrating theory, measurement, data, and software to understand the modern world of finance. Empirical applications with financial data play a central position in this book's exposition. Each chapter is a how-to guide that takes readers from ideas and theories through to the practical realities of
modeling, interpreting, and forecasting financial data. The book reaches out to a wide audience of students, applied researchers, and industry practitioners, guiding readers of diverse backgrounds on the models, methods, and empirical practice of modern financial econometrics.
Financial Econometric Modeling delivers a self-contained first course in financial econometrics, providing foundational ideas from financial theory and relevant econometric technique. From this foundation, the book covers a vast arena of modern financial econometrics that opens up empirical
applications with data of the many different types that are now generated in financial markets. Every chapter follows the same principle ensuring that all results reported in the book may be reproduced using standard econometric software packages such as Stata or EViews, with a full set of data and
programs provided to ensure easy implementation.
Best prices to buy, sell, or rent ISBN 9780190857127
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