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The Elements of Financial Econometrics - Hardcover

 
9787030433985: The Elements of Financial Econometrics

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Language:Chinese.HardCover. Pub Date: 2015-3-1 Pages: 367 Publisher: Science Press This book is a basic measure on the financial aspects of the book. provides the core foundation of information. including the growing financial research frontiers of science and finance industries important developments. The book of asset pricing theory. portfolio optimization and risk management approach provides a simple and compact process. Provides a time series modeling techniques univariate and multivariate case. analysis of financial data in the context of the time presented their mean and variance. Real data analysis throughout the book. is a distinctive feature of this book. Contents: Preface to Mathematics Monograph SeriesPrefaceChapter1 Asset Returns11.1 Returns11.1.1 One-period simple returns and gross returns11.1.2 Multiperiod returns21.1.3 Log returns and continuously compounding...

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Review

'The Elements of Financial Econometrics is a compact introduction to quantitative methods for financial professionals who want to improve their quantitative skill set. The book is a survey of the statistical tools and associated applications needed by those who seek to use quantitative methods and empirical rigor in their analyses.' Nick Ronalds, Financial Analysts Journal

Book Description

A compact, master's-level textbook on financial econometrics, focusing on methodology and including real financial data illustrations throughout. The mathematical level is purposely kept moderate, allowing the power of the quantitative methods to be understood without too much technical detail.

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9781107191174: The Elements of Financial Econometrics

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ISBN 10:  1107191173 ISBN 13:  9781107191174
Publisher: Cambridge University Press, 2017
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YAO QI WEI FAN JIAN QING
Published by Science Press, 2015
ISBN 10: 703043398X ISBN 13: 9787030433985
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Condition: Good. Your purchase helps support Sri Lankan Children's Charity 'The Rainbow Centre'. Ex-library, so some stamps and wear, but in good overall condition. Our donations to The Rainbow Centre have helped provide an education and a safe haven to hundreds of children who live in appalling conditions. Seller Inventory # Z1-C-088-04203

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YAO QI WEI FAN JIAN QING
Published by Science Press, 2015
ISBN 10: 703043398X ISBN 13: 9787030433985
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Hardcover. Condition: Very Good. No Jacket. Former library book; May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less 2.12. Seller Inventory # G703043398XI4N10

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ISBN 10: 703043398X ISBN 13: 9787030433985
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Hardcover. Condition: New. Language:Chinese.HardCover. Pub Date: 2015-3-1 Pages: 367 Publisher: Science Press This book is a basic measure on the financial aspects of the book. provides the core foundation of information. including the growing financial research frontiers of science and finance industries important developments. The book of asset pricing theory. portfolio optimization and risk management approach provides a simple and compact process. Provides a time series modeling techniques univariate and multivaria. Seller Inventory # CS043817

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