Financial Econometrics : Methods and Models

Wang, Peijie

ISBN 10: 0415224543 / ISBN 13: 9780415224543

Published by Routledge, 2002

About this Item

Seller Inventory # 1208103-n

Bibliographic Details

• Title: Financial Econometrics : Methods and Models
• Publisher: Routledge
• Publication Date: 2002
• Language: English
• ISBN 10: 0415224543
• ISBN 13: 9780415224543
• Binding: Hardcover
• Condition: New

About this title

Synopsis

This book which provides an overview of contemporary topics related to the modelling of financial time series, is set against a backdrop of rapid expansions of interest in both the models themselves and the financial problems to which they are applied. This excellent textbook covers all the major developments in the area in recent years in an informative as well as succinct way. Refreshingly, every chapter has a section of two or more examples and a section of empirical literature, offering the reader the opportunity to practice the kind of research going on in the area. This approach helps the reader develop interest, confidence and momentum in learning contemporary econometric topics

About the Author

Peijie Wang has taught numerous finance, accounting, and investment courses at postgraduate, undergraduate and MBA levels and supervised various PhD theses and Masters dissertations at City University Business School, University of Manchester, Manchester Business School, UMIST and other institutions. He has published widely in major finance, economics, real estate and statistics journals.