Financial Econometric Modeling - Softcover

Hurn, Stan; Martin, Vance L.; Yu, Jun; Phillips, Peter C.B.

Softcover

ISBN 10: 0190857064 ISBN 13: 9780190857066

Publisher: OUP USA, 2020

Synopsis

A masterful and empirically driven introductory Financial Econometrics text

About this title

About the Author

Stan Hurn is Professor of Econometrics at Queensland University of Technology. He held previous positions at the University of Glasgow and Brasenose College, Oxford. He is a Fellow of the Society of Financial Econometrics and Founding Member and Director of the National Centre for Econometric Research in Australia.

Vance L. Martin is Professor of Econometrics at the University of Melbourne. He has published widely in the area of financial econometrics and is coauthor, with Stan Hurn, of the highly successful introductory text Econometric Modeling with Time Series Specification, Estimation, and Testing (2013).

Peter C.B. Phillips is Sterling Professor of Economics at Yale University, Distinguished Professor at the University of Auckland, and Distinguished Term Professor at Singapore Management University. He is Founding Editor of the journal Econometric Theory and an elected fellow of many learned societies including the British Academy, the American Academy of Arts and Sciences, and the Royal Society of New Zealand. His work has advanced diverse areas of econometrics, introduced new methods of research in financial economics, and influenced applied work throughout the social and business sciences.

Jun Yu is Lee Kong Chian Professor of Economics and Finance at Singapore Management University and Lead Principal Investigator at the Centre for Research on the Economics of Aging (CREA). He is a Fellow of the Journal of Econometrics and the Society of Financial Econometrics, and an Associate Editor of the Journal of Econometrics, Econometric Theory, and Journal of Financial Econometrics.

Edition details

• Publisher: OUP USA
• Publication date: 2020
• Language: English
• ISBN 10: 0190857064
• ISBN 13: 9780190857066
• Binding: Paperback
• Number of pages: 640