Applied Financial Econometrics: Theory, Method and Applications - Softcover

Maiti, Moinak

Softcover

ISBN 10: 9811640653 ISBN 13: 9789811640650

Publisher: Palgrave Macmillan, 2022

Synopsis

This textbook gives students an approachable, down to earth resource for the study of financial econometrics. While the subject can be intimidating, primarily due to the mathematics and modelling involved, it is rewarding for students of finance and can be taught and learned in a straightforward way. This book, going from basics to high level concepts, offers knowledge of econometrics that is intended to be used with confidence in the real world. This book will be beneficial for both students and tutors who are associated with econometrics subjects at any level.

About this title

About the Author

Moinak Maiti is Associate Professor in the Department of Finance, National Research University Higher School of Economics, Saint Petersburg, Russia

From the Back Cover

“The importance of risk assessment is critical in our modern society and this book shows how, in an advanced cohesive society, this can be done to benefit the citizen. This brings econometrics to life for the student and practitioner. It is balanced, easy to understand and reinforces core principles and techniques and is a much-needed book on one of the core analytic tools of the modern world. Moinak Maiti, based in the Baltic Powerhouse of St. Petersburg, Russia understands econometrics well and explains in a easy to understand manner how to understand and use them to benefit you and your organisation”

– Professor Emeritus & Editor, Phil Harris (University of Chester)

“This innovative approach to financial_econometrics provides critical introductions to key statistical methods as applied to financial market data. It contains many practical applications and addresses problem solving using state-of-the-art methods and theories. With systematic sections on “Financein Action” and “Analyst/Investor Corners” in each chapter, this will be an essential guide for econometricians and those working in related areas”.

– Professor & Editor Emeritus, Guy M Robinson (University of Cambridge, University of Adelaide)

“...a delightful book full of econometric topics for those of us who want to master applied financial econometrics, our students and instructors”

– Professor & Editor, Su Dinh Thanh (President, University of Economics Ho Chi Minh City)

This textbook gives students an approachable, down to earth resource for the study of financial econometrics. While the subject can be intimidating, primarily due to the mathematics and modelling involved, it is rewarding for students of finance and can be taught and learned in a straightforward way. This book, going from basics to high level concepts, offers knowledge of econometrics that is intended to be used with confidence in the real world. This book will be beneficial for both students and tutors who are associated with econometrics subjects at any level.

Moinak Maiti is Associate Professor in the Department of Finance, National Research University Higher School of Economics, Saint Petersburg, Russia

Edition details

• Publisher: Palgrave Macmillan
• Publication date: 2022
• Language: English
• ISBN 10: 9811640653
• ISBN 13: 9789811640650
• Binding: Paperback
• Edition number: 1
• Number of pages: 316