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Financial Econometrics de Christian Gouriéroux

Financial Econometrics

Autor Christian Gouriéroux, Joann Jasiak
en Limba Engleză Paperback – 13 dec 2022
Financial econometrics is a great success story in economics. Intended for professionals and advanced graduate students pursuing expertise in econometric modeling, this guide focuses on methods related to foregoing research and those modeling techniques that seem relevant to future advances.
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Specificații

ISBN-13: 9780691242361
ISBN-10: 0691242364
Pagini: 528
Dimensiuni: 153 x 233 x 32 mm
Greutate: 0.84 kg
Editura: Princeton University Press

Notă biografică

Christian Gourieroux is Director of the Laboratory for Finance and Insurance at the Center for Research in Economics and Statistics (CREST) in Paris. He is the coauthor of Statistics and Econometric Models, Simulation Based Econometric Methods, and Time Series and Dynamic Models. Joann Jasiak is Associate Professor in the Department of Economics, York University, Toronto.